A flexible, cloud-based solution delivering deal-time insights to the XVA desk
Complete picture of derivative trading costs
Store intermediate results so that XVA calculations can be explored for model validation
Deal-time SA-CVA in under a minute
Unify front and middle office
Calculate real world PFE alongside risk neutral valuation adjustments on the same platform
Available on the cloud, deployed or as-a-service.
To Learn More Visit www.ihsmarkit.com/xva