XVA Solution
Deal-Time Insights for the XVA Desk
To lead the competition in this fast-paced world of derivatives trading, it is essential that banks have a complete and accurate picture of the true profit and loss and capital associated with potential deals.
Our XVA solution delivers deal-time insights to the front office XVA desk via a comprehensive view of the valuation adjustments arising from counterparty credit risk, funding, collateral, and regulatory capital.
Key Features
Agile
The XVA Pricer helps users to enter a variety of derivative trades in an intuitive Cloud-based UI and calculate a comprehensive set of valuation adjustments in seconds.
Open
Transparency on inputs, outputs and intermediate results allows for drilldown analysis, validation, and reconciliation.
Comprehensive
Complete view of XVA measures, capital, and counterparty exposures calculated consistently in one system with near-time what-if results for XVAs, sensitivities, and SA-CVA.
How it Works
XVA Pricer
Gaining a full view of OTC derivatives trading costs by calculating valuation adjustments is crucial for sell-side banks and their end-user clients. Regulatory and accounting scrutiny have heightened the awareness of these costs for counterparty credit risk, funding, and capital.
The XVA Pricer helps users to enter a variety of derivative trades in an intuitive Cloud-based UI and calculate a comprehensive set of valuation adjustments in seconds. The solution is preloaded with the latest market data. No fees for onboarding, implementation, or data. Just enter your trades and go.
XVA Solution
The XVA Solution delivers deal-time insights to the front office XVA desk with a comprehensive view of the valuation adjustments arising from counterparty credit risk, funding, collateral, and regulatory capital.
Run Risk-Neutral alongside Real-World simulation models in one system realizing efficiencies across PFE risk management and XVA trading. Fully hosted cloud UI and with expert support globally. Full coverage across most instrument types and currencies with flexibility to amend nominal cash flows and credit spreads on the fly.
XVA Solution Benefits
Complete Picture
Consistently calculate derivative valuation adjustments on one single platform via a global Monte Carlo simulation.
Aggregate Without Compromise
Store intermediate results so that XVA calculations can be explored for model validation and reused for portfolio calculations.
Competitive Advantage
Calculate SA-CVA on a deal time basis to gain a competitive advantage in making trade decisions with an understanding of return on capital.
Intuitive Solution
Leverage our platform’s turnkey capabilities and project acceleration track-record without sacrificing flexibility.
Cloud Compatible
Pay only for what you use with technology built to scale up or scale down depending on your needs.
Unify Front and Middle Office
Efficiently and consistently calculate real world potential future exposure (PFE) alongside risk neutral valuation adjustments via one platform.
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Learn more about our flexible, cloud-based solution for delivering deal-time valuation adjustments to the XVA desk.