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Review pre-trade margin and risk analytics and run pre-deal scenarios to understand the incremental costs of your trading decisions and optimise your IM exposures before trade execution.
Review pre-trade margin and risk analytics and run pre-deal scenarios to understand the incremental costs of your trading decisions and optimise your IM exposures before trade execution.
Achieve full transparency into how pre-deal decisions will affect exposure profiles including expected exposures and expected initial margin. Input ‘what-if’ deals and measure incremental XVA utilising OSTTRA triCalculate’s comprehensive XVA derivatives pricing libraries across CVA, DVA, FVA, MVA, KVA and ColVA. In addition, assess the XVA impact of a trade termination by entering the proposed trade ID.
Check margin implications before a trade is executed to reduce IM costs and avoid breaching regulatory UMR or internal thresholds and run What-if’ scenarios to enable informed trading decisions.
Cost effective
Pay-as-you-go, transparent pricing model is more cost efficient than installed software options.
Rapid onboarding
Quick and easy implementation, use an existing trade file to perform calculations.
Extensive product coverage
Supports a wide range of derivative products, all major asset classes – both vanilla and exotic.
‘What-if’ scenarios
Run scenarios, including potential new trade(s) against single or multiple counterparties, netting sets and/or intraday trades and have insight into the real ‘all in’ cost of a trade.
Connect seamlessly
Leverages the existing OSTTRA triCalculate infrastructure without the need for implementation efforts.
Flexible and efficient
Allows multiple teams to focus on informed trading or risk decisions removing operational burden.
Single or multiple trade/cross asset classes.
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To find out more about our end-to-end post-trade solutions, please share your details with a short message and we will get in touch with you soon.
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