Webinar: Simplify SIMM Sensitivities with triCalculate
Whether or not you are currently in scope for Initial Margin rules for uncleared derivatives, the likelihood is that you soon will be. One of the biggest challenges market participants face as they prepare for the new rules is calculating the sensitivities required for calculation of initial margin in accordance with the ISDA Standard Initial Margin Model (SIMM)™. This can be a significant data exercise, and now is the time for firms to consider how they will calculate their SIMM sensitivities.
Join this webinar on Tuesday 24th April where triOptima will discuss how triCalculate can provide your SIMM™ sensitivities quickly, easily and cost-effectively.
Register to learn how triCalculate:
- Generates the required delta, vega and curvature for your trades in any of the SIMM™ product classes
- Sources and calibrates market data centrally
- Creates the SIMM file in the necessary CRIF format and sends it directly to your IM Exposure Manager
- Connects seamlessly with triResolve Margin and other collateral management solutions
More information and REGISTER here. (Two time zones for the event, to suit Europe, US and Asia)
triCalculate provides centralised, web-based independent trade valuations and XVA risk calculations for OTC derivatives using transparent, consistent models across a range of asset classes and business units.