IHS Markit’s Front-Office xVA Solution supports an extensive range of pricing valuation adjustments, including CVA, DVA, FVA, MVA and KVA, across the full range of asset classes and financial instruments. The solution addresses the challenges of speed, volume and complexity, providing the flexibility that active desks require for sensitivity analysis, hedging, stress testing and reporting.
You receive fast and flexible xVA analytics across all asset classes, including interest rates, inflation, foreign exchange, equity, commodities and credit. Efficient pre-trade calculation of incremental changes to pricing valuation adjustments ensures pricing and hedging decisions are made in full knowledge of P&L and capital impact.
The solution supports the highly variable computational demands of your financial institution through the use of a server grid. The flexibility and open structure of the solution’s underlying architecture mean firms can easily add or integrate new models as required.