Quantifi Leverages Intel Hardware to Accelerate XVA Calculations
In this presentation, experts from Quantifi and Intel explain how leveraging Intel’s latest hardware can accelerate the performance of largescale XVA workloads by increasing performance of the CPU and improving the efficiency of I/O.


  • The need for faster XVA calculations
  • I/O acceleration for faster XVA: Improved GRID Efficiency
  • Intel Xeon Platinum 8280L Processor
  • Improved I/O throughput with Intel Optane Persistent Memory


  • Rama Krishna Nagamalla, Senior Software Developer, Quantifi
  • Mahesh Bhat, Principal Engineer, Intel Corporation

View Video



How to Accelerate XVA Performance

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored.

Case Studies

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market. Headquartered in Athens, with 18,500 employees across 8 countries, Piraeus Bank Group offers a full range of financial products and services to approximately 5.6 million customers. Total assets of the Group amounted to €82.2 billion, net loans to €48.3 billion and customer deposits to €39.3 billion on September 30, 2016.


Quantifi & EY Seminar Reveals Challenges and Benefits of XVA

Quantifi hosted a joint seminar with EY in Frankfurt. Senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on XVA (CVA, DVA, FVA).

Let's Talk!

Schedule a personalised demo today