February 4, 2013 
No sooner have SWP, DEM and OTC write about the idea of a central regulatory capital calculation service, than TriOptima launch such a thing.
They have partnered with http://global-valuation.com to deliver a service plugged onto the side of their portfolio reconciliation service TriResolve to provide answers to the complex problems being posed by central clearing, that of knowing the impact on your Credit Value Adjustment (CVA), Risk Weight Assets (RWA), Initial Margin (IM) or Potential Future Exposure (PFE), all key for future business cost drivers.
Press release: http://www.trioptima.com/uploading_images/pdf/2013-02-04%20triQuantify.pdf
Is that enough TLAs for you Chris?
TriOptima uses gaming to measure risk – FT.com. (subscription)
Amir Khwaja
Ben Larah
Michael Beaton
corinaki24
Jon Skinner
Mihir Vaidya
Maria Leontiou
samihodgson
Bill Hodgson
Tom Riesack
Holy Cow Bill. It will be interesting to see this when it is launched, and then monitor the take up vs use of proprietary models. I was on a client engagement late last year and the client stated that they wished somebody would do this.
Holy Cow indeed, giving banks a reference point on these calculations must surely create a new dialogue about capital needs and overall costs to the business.
Reblogged this on Carl A R Weir's Blog.