XVA Solution

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.

S&P Global’s XVA Solution is a robust and flexible solution trusted by Tier 1 institutions for over two decades, offering both on-premises and hosted deployment options. It integrates risk-neutral and real-world simulation models, delivering efficiencies across PFE risk management and XVA trading. The unified system calculates capital, pricing, exposure, and sensitivities—including SA-CVA—in under a minute, providing full transparency and supporting real-time analytics for pre-trade pricing and capital optimization.

Banks rely on Model Risk Management to maintain the reliability and accuracy of their models. S&P Global's cloud-based Benchmarking Services support this process by providing challenger models that can be used to compare internal or third-party XVA models.  Users have option to utilize either internal market data (Model Benchmarking) or S&P Global market data (Independent Risk Verification) to analyse their portfolios. The model library includes over 180 instruments across all asset classes, enabling benchmarking of various XVA and CCR and sensitivity measures under both current and stressed scenarios.