An Advanced Approach to XVA
A powerful XVA solution that provides real-time support for trading, XVA desk, risk management and accounting requirements.
Mitigate risk & enhance transparency
Sophisticated XVA Analytics
Traders and risk managers need the ability 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.
Modern, light system for fast, seamless implementation
Scalable technology to support future business growth
Proven track record of successful implementations
An Integrated Approach to XVA
View XVA Enterprise-wide
A consistent XVA modelling framework to support for front-office, IFRS 13 accounting & risk control requirements.
Comprehensive XVA Measures
Market-leading models provide fast, accurate results for the latest XVA measures, including CVA, DVA, FVA, KVA, MVA and economic capital.
Consistent XVA Analytics
Accurate, consistent, real-time analytics, including sensitivities, scenario analysis and XVA explain, in line with the most advanced banks.
Perform Stress Testing
Stress product attributes and/or market risk factors and measure their impact on XVA and Counterparty exposures.
Calculate Regulatory Capital
Monte Carlo simulator provides a Basel II & Basel III compliant approach for regulatory capital calculations.
Accurately Price XVA
A fast method to price XVA on new trades independently or as an incremental XVA charge on existing portfolios.
A clear vision
At Quantifi, we understand the challenges banks face, and we offer solutions that can help you transform your business.
Managing and maintaining multiple systems?
Open and flexible architecture seamlessly integrates with existing systems, giving firms the option to unify processes. Quantifi’s single, fully integrated solution provides enterprise-wide risk, trading, valuation and regulatory reporting
Quantifi’s broad functionality reduces the need for multiple systems.
Difficult to integrate new solutions and/or implement upgrades?
New technology combined with outstanding support ensure a fast, seamless implementation with minimal disruption to existing processes.
Dealing with high infrastructure costs?
Quantifi reduces infrastructure cost with exceptional performance on standard hardware.
Quantifi’s cloud enabled solution ensures lower upfront investment and maintenance costs. This allows for a more efficient use of capital investment.
Difficulty keeping up-to-date with markets and regulatory changes?
Difficulty managing data?
Quantifi integrates with data science technology to provide cloud native, scalable performance for large data sets.
Rich ETL capabilities seamlessly integrated with existing data repositories and third-party data providers.
How to Accelerate XVA Performance
Given the strategic importance of XVA, banks require enhanced capabilities and modern infrastructures to calculate the required credit, funding, and capital adjustments. As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are investing in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.
During the due diligence process, Quantifi’s single solution for the calculation of xVA measures proved to be more sophisticated, flexible and scalable compared to other solutions we considered.
Enhance XVA performance
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.