Powered by OSTTRA triCalculate
A complete solution for understanding and optimising collateral movements across OTC derivatives, enabling proactive decision-making and robust risk control.
A complete solution for understanding and optimising collateral movements across OTC derivatives, enabling proactive decision-making and robust risk control.
Achieve more precise margin forecasting and efficient resource usage across bilateral, cleared, and ETD margin. Instantly understand your margin movements, then pinpoint the exact causes of any changes with our powerful explanation and investigation tools. Our scenario analysis tools allow you to confidently navigate market shifts and potential shocks, enabling you to plan and act pre-emptively. Test your trading strategies by adding or removing trades to see the immediate impact of transactions. And with our robust backtesting and forecasting capabilities you’ll not only verify historical coverage but also more accurately predict possible future margin requirements, all powered by our cutting-edge calculation engines.
Calculate & Monitor
Explain & Investigate
Scenario Analysis
Forecast & Backtest
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.
Flexible
Evolves with the SIMM™ model, allowing you to easily adapt to changes.
Seamless connectivity
Sends your SIMM™ file directly to the IM Exposure Manager and connects seamlessly with OSTTRA triResolve Margin.
Valuations included
Receive independent OTC derivatives valuations at no extra charge.
Centralised and scalable
Leverage a hosted service with no hardware or software requirements.
Upload your trade file in any excel or csv format to the OSTTRA triCalculate portal.
OSTTRA triCalculate performs an independent trade valuation which is reconciled against any PV submitted, any disputes are resolved with the full support from our Valuation and Analytics team.
SIMM™ sensitivities are converted into an IM pledgor and secured amount for each agreement within the client’s portfolio. Schedule IM amounts are provided where this has been the chosen calculation methodology.
The sensitivity CRIF file and/or IM result file is sent back to the client, direct to Acadia IMEM or to the client’s collateral management system via SFTP.
Related Service
Optimise counterparty risk exposures and reduce the cost of funding IM and SA-CCR capital requirements, while mitigating systemic risk. Multi-target solution for maximum efficiency.
Calculate and manage collateral requirements via our cross-product workflow. Full automation ensures high levels of STP & connectivity, allowing you to adopt an exceptions-based approach.
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.
A member of our team will contact you.
