Comprehensive XVA solution providing real-time insights on valuation adjustments for credit risk, funding, collateral, and regulatory capital.

The XVA desk would typically then hedge the FX trade and the credit sensitivities where possible. This hedge would then need to be rebalanced regularly, especially in a volatile market. …

金融リスク分析（ Financial Risk Analytics）は、評価調整（XVA）に関するリアルタイムインサイト、バイサイドのリスク管理ツール（VaR計算やストレステストなど）、カウンターパー …

The XVA Pricer gives traders deal-time xVA measures and counterparty exposure profiles, powered by our best-in-class xVA analytics engine, and market-leading CDS and derivatives …

Despite being introduced over six years ago, there is still no market consensus on how to calculate the Funding Valuation Adjustment or FVA. One bone of contention is whether to use …

XVAIHS Markit's XVA Solution XVA from IHS Markit is a flexible, cloud-based solution delivering deal-time insights to the XVA desk. View the XVA product page

A number of groups at this large bank needed a technology platform to support their systems for market risk, counterparty credit risk and xVA. They wanted a system that could deliver a …

xVA – The brave new world of derivative pricing Markit Analytics With market participants coming to terms with the fact that xVA is much more than a series of optional and bespoke …

Apr 20, 2020 · xVA Loss and Capital Buffers during the COVID-19 market turmoil Allan Cowan, Ph.D. Global Head, Data Analytics, Financial Risk Analytics, S&P Global The voluntary …

How can banks keep pace with XVA? 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 …