Powered by OSTTRA triCalculate
XVA risk calculations across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.
XVA risk calculations across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.
Run pre-deal scenarios to understand the incremental XVA costs of adding or removing one or more trades to a netting set and make quick decisions on the optimal netting set for new trades. Get truly independent and unbiased verification checks on your OTC derivatives valuation adjustments, calculated using independent market data.
Our interactive GUI provides diagnostic tools including cash flow analysis, expected exposure profiles and expected initial margin profiles which will help you to understand your XVAs. Full modelling documentation is available on request and our Valuation Analytics team is ready to provide expert assistance in helping you map trades, manage runs, interpret data or customise batch settings to suit your requirements.
An easy to use, sophisticated, web-based solution, our service automates the XVA calculation process and feeds the calculation results directly into a firm’s reporting mechanisms.
Read why firms are taking the decision to use OSTTRA triCalculate for their XVA and PFE calculations.
Read the case studies
Cost effective
Pay-as-you-go, transparent pricing model is more cost efficient and scalable than installed software options.
Rapid onboarding
Quick and easy implementation, use an exisiting trade file to perform calculations.
Flexible
Calculations can be configured at a batch level.
Seamless connectivity
SFTP and API transfer of results are available.
Evolve with the Market
Immediate access to new functionality means no need for time-consuming, expensive upgrades.
Secure
We are ISO 27001 certified, the highest international standard for information security.
Upload your trade, credit and collateral agreement files to our secure website.
The OSTTRA triCalculate Valuation Analytics team interprets and standardises the data.
The team runs 100,000 simulations as standard and reviews the results with you.
Results are made available to users across your firm, including finance/treasury, risk management, quantitative research, valuation/product control and trading/XVA desks through our interactive GUI, sftp or API.
Whether you need to determine risk-adjusted pricing in your front office, produce fair value accounting figures, or generate XVA sensitivities for hedging purposes, OSTTRA triCalculate eliminates XVA complexity with high volume CVA, DVA, FVA, MVA, KVA and ColVA calculations.
Risk Manager, Regional Bank
Related Service
To achieve compliance with regulatory and accounting developments such as Basel 3 and 4, market participants need to manage SA-CCR & SA-CVA calculations with accuracy, speed, and ease.
They must understand the impact of SA-CCR& SA-CVA on their capital requirements, and manage the significant calculation challenges that the regulations impose, including new add-ons; potential future exposure (PFE) and replacement cost (RC) that are required to calculate exposure at default (EAD).
We provide SA-CCR & SA-CVA capital calculations and impact analysis for OTC derivatives portfolios. Working with our global valuation analytics team, you can onboard quickly and easily and, using your existing trade record file, you can start to receive SA-CCR & SA-CVA results.
Multilateral portfolio optimisation to mitigate counterparty credit risk and reduce the cost of Capital for SA-CCR/RWA and cost of funding Initial Margin, while freeing up collateral and reducing systemic risk.
Simplify compliance to initial margin requirements with SIMM™ sensitivity calculations, IM analytics and IM backtesting from our easy-to-use, cost-effective service.
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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