A powerful XVA solution that provides real-time support for trading, XVA desk, risk management and accounting requirements
Some banks assign responsibility for pricing and managing counterparty credit risk to a central XVA desk while others delegate to the individual business units. Regardless of how it is done, traders and risk managers need their own capability to verify pricing and understand the dynamics of the risk. This capability should capture all the relevant drivers of the expsoure, including correlation with the counterparty's default probability, while allowing maximum flexibility so that all input parameters can be stressed to ensure transparency. Quantifi addresses this need with fast XVA pricing tools built on modern technology.
Modern, light system for fast, seamless implementation
Scalable technology to support future business growth
Proven track record of successful implementations