A powerful XVA solution that provides real-time support for trading, XVA desk, risk management and accounting requirements
Traders and risk managers need the capability to verify pricing and understand the risk of their derivative business. Quantifi addresses this need with an integrated counterparty credit risk and XVA solution. Market leading models provide fast, accurate results for all XVA measures, including CVA, DVA, FVA, KVA, MVA and economic capital. One of the biggest challenges for managing XVA is dealing with the sheer number of computations and calculating sensitivities. Quantifi’s advanced technology results in performance that can support large derivative books and a sophisticated American Monte Carlo engine supports sophisticated XVA analytics.
Modern, light system for fast, seamless implementation
Scalable technology to support future business growth
Proven track record of successful implementations