BANKING

Advanced
XVA Solutions

Gain real-time support for trading, XVA desk, risk management, and accounting needs with our enterprise-wide XVA solution

Results matching tier-1 banks

Sophisticated XVA Analytics

You need the ability to verify pricing and understand the risk of your derivative business. Achieve pricing certainty and understand your risk with Quantifi’s integrated counterparty credit risk and XVA solution. Market-leading models deliver accurate results for all XVA measures and economic capital. Become confident in your trading and risk management.

Fast implementation with a lightweight solution

Scalable technology for future growth

Comprehensive analytics ensure accurate modelling and ease of calibration

KEY FEATURES

An Integrated Approach to XVA

View XVA Enterprise-wide

View XVA Enterprise-wide

A consistent XVA modelling framework to support for front-office, IFRS 13 accounting & risk control requirements.

Comprehensive XVA Measures

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

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

Perform Stress Testing

Stress product attributes and/or market risk factors and measure their impact on XVA and Counterparty exposures.

Calculate Regulatory Capital

Calculate Regulatory Capital

Monte Carlo simulator provides a Basel II & Basel III compliant approach for regulatory capital calculations.

Accurately Price XVA

Accurately Price XVA

A fast method to price XVA on new trades independently or as an incremental XVA charge on existing portfolios.

YOUR CHALLENGES

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?
Quantifi is a client driven company with a long track record of keeping up to date with market and regulatory changes.

Quantifi provides open APIs and tools that give clients the flexibility they need, not just a black box.

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.

Let's talk!

Speak with one of our solution experts

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.

Volker Wittemann, Head of Credit Products & Bonds, Risk Control, Helaba

FEATURED VIDEO

Enhance XVA performance

Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation.

insights

Innovative thinking

Whitepapers

CVA Swap: An Innovative Approach to Hedging CVA

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.

Client Stories

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.

Whitepapers

A First View on the New CVA Risk Capital Charge

The impact of the new CVA risk regulation framework on calculation methods and the infrastructure of banks could potentially be the turning point for many of the medium-sized institutes we are seeing in the market.

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Technology tailored to you

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