On Premises or in the Cloud?
Calculate XVA fast with explain and what-if
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
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.
