triQuantify: Independent Calculation of CVA, RWA, IM and PFE
No sooner have SWP, DEM and OTC written 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
February 4, 2013 - Editor
Category: FT
No sooner have SWP, DEM and OTC written 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)
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