The complexity of derivatives pricing has grown significantly in the past decade, with banks having to factor in a series of valuation adjustments to calculate the impact on their balance sheets.
With budgets and resources under pressure, and traditional systems struggling to cope with data volume and complexity, IHS Markit considers how banks can leverage new technologies to gain a more consistent view across the trades in their portfolios, saving time and money in the process. You can read more about our findings by downloading the full whitepaper.
Please visit our CCR-xVA solution suite webpage for more information,
or email FR-Asales@ihsmarkit.com.
The whitepaper has been published in conjuction with Risk.net.