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Hosted Risk Service

Secure web-based platform future-proofed for evolving valuation adjustments and regulatory capital calculations needs

Heightened regulatory requirements on valuation adjustments (XVA) for derivatives instruments and capital calculations under the IFRS 13 and Basel accords require financial institutions to quantify costs of credit (CVA/DVA), funding (FVA) and capital (SA-CCR, BA-CVA) accurately and efficiently.

The Hosted Risk Service utilizes IHS Markit’s cross-asset class derivatives valuation service, best-in-class credit default swaps (CDS) data, and a risk engine proven at tier one banks to support the latest regulatory capital calculations and market valuations adjustments applicable to all derivatives asset classes, including:

  • PFE / CVA / DVA / FVA / ColVA
  • SA-CCR capital charge
  • Basel III Standardized CVA risk capital charge/ BA-CVA

Key Benefits:

  • Consistent with global regulatory requirements - an integration of IHS Markit’s powerful market data, risk engine and robust proxy selection algorithms with award-winning Financial Risk Analytics capabilities to satisfy growing accounting and regulatory demands consistent with IFRS 13’s principles.
  • Rapid deployment and competitive costs – shorten a six-month or above onboarding time among deployed XVA solutions to as little as a month without major IT infrastructure upgrades required.
  • Agile and future regulatory-proved – automate alignment with future regulatory requirements and significantly reduces cost and operational burden by minimizing investments in software purchases, system development, integration, maintenance and manual upgrades.
  • Critical partner with expertise and technical know-how – constant access to IHS Markit’s global team of subject matter experts and financial engineers for timely advice and resolutions to queries.

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