On Premises or in the Cloud?

Calculate XVA fast with explain and what-if

Robust and efficient XVA implementation with what-if analysis, XVA Explain and consolidated view of other charges (IM, SA-CCR etc.). Runs fast on premises or in the Cloud.

Complete XVA Solution

Everix platform covers out-of-the-box standard XVA metrics: CVA, DVA, LVA, FVA, MVA, KVA. All counterparty and market risk computations are efficiently executed on distributed infrastructure: from calibration of models to aggregation of results. 

Years of expertise in risk management and distributed computing allowed us to build this client-proven highly configurable solution.

Full Coverage

Complete Set of Metrics

  • Exposure computation: RWA
  • Counterparty risk: CVA, DVA
  • Funding costs: FVA, LVA, MVA
  • Capital charges: KVA
  • Reallocation to deals
XVA Metrics

Collateral Management

  • Multiple CSA discounts,
  • Collateral asymmetry
  • Breakclauses
  • Cheapest to deliver
  • Diffusion of prices
  • Attributes: MTA, MPOR, rounding, IM, current balance, exchange dates

Assets Coverage and Pricing

  • Cross assets coverage
  • CSA bespoke calibration
  • Native pricing models or your library plugged
  • Hybrid Monte-Carlo model
  • Diffusion of all risk factors with correlations
  • Forward pricing

Advanced Features

Around XVA

  • Reporting of results
  • XVA sensitivites and hedging
  • XVA historical VaR

Advanced Scenarios Engine

  • What-if on trades: novation, partial and total unwind, new trades
  • What-if on market data: bump your curve or shift your surfaces
  • What-if on CSA: change attributes and discount
  • Stress scenarios
  • Custom scenarios
  • On-the-fly results

XVA Explain

  • Automatic XVA Explain
    • Stock (add, remov, mature etc.)
    • Market (IR, FX, Volatility etc)
    • Static (CSA changes, discount change etc.)
    • Time
    • Configuration (pricer, diffusion change, etc.)
  • Orthogonal and cumulative effects
  • CSV Export

Consolidated view of all charges

  • XVA
  • IM
  • SA-CCR
  • Liquidity

Get ready to see it in action!

Describe what you need and we will arrange a demo

Where Does it Run?

XVA requires a lot of computations during Monte-Carlo stage. We execute it on a well-sized and automatically deployed infrastructure.
You can host it at your organization, in your Cloud, in our Cloud or even on a single server.

Learn more

SA-CCR Calculator

Learn about the most advanced SA-CCR calculator on the market

ISDA SIMM™ Initial Margin

Learn about our out-of-the-box implementation of ISDA SIMM™

Rix Aggregation Engine

Learn how we achive high flexibility of our XVA solution with Rix aggregation engine

Get a Demo

We will show proudly and listen carefully

or contact us directly by sending an email to contact@everix.io

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