triCalculate, a NEX Optimisation service, is a centralised, web-based solution that prices, reports and validates PV, PFE, and XVA risk calculations for OTC derivatives trades using transparent and consistent models across a wide range of asset classes, data sources, and business units. triCalculate helps clients comply with increasing market regulatory and accounting developments.
Leading the transformation of market structure, NEX Optimisation offers a portfolio of cloud-hosted services across the transaction lifecycle. Ranging from pre-execution credit checking to multilateral portfolio compression, our purpose is to simplify our clients’ workflow and help them optimise their resources.
This white paper examines the state of the XVA space. It explores how market participants are grappling with the conceptual and practical challenges of MVA, which XVAs are most important now, and how cloud-based solutions could be beneficial for XVAs.
This white paper explores how the sheer speed of the triCalculate engine allows for full valuation in every step to guarantee accelerated Margin Valuation Adjustment.
This white paper outlines the basic building blocks for good collateral management and addresses the impact of new regulation on collateral management. The paper further provides a solution to help organisations adapt to the new regulatory reality.
This white paper emphasizes that now is the time to address the extensive inaccuracies in data reporting to ensure data integrity. It further provides an elegant solution to the problem that leverages existing bilateral reconciliation processes and systems.
When the new derivatives rules established trade reporting as one of the key goals, regulators assumed that this would unlock the door to market transparency and the ability to monitor systemic risk. While much progress has been made, as trades flow into the trade repositories, it is widely…