For counterparty risk and model validation
PFE, SA-CCR and limit usage recomputed live for pre-trade checks and stress. And an engine validated against reference implementations for checking the numbers your firm already produces.
Limits monitored daily and stress at the pace of the market, as the ECB's sound practices ask; pre-trade checks and what-if without an IT project.
Run your book through an independent engine, without a build, and reconcile. Transparency down to the trade in the analytics dashboards, documentation for validation teams.
Bring your own market data through a published input specification. Deploy in your cloud or on-prem.
PFE, limits, what-if and stress
PFE with and without initial margin, limit usage, what-if and stress, recomputed on demand.
DemoSA-CVA, BA-CVA, SA-CCR and KVA
SA-CVA and BA-CVA side by side, sensitivities to every supervisory risk factor, SA-CCR with collateral and margin recognised.
The Capital StudyPFE, SA-CCR and limit usage recomputed live for pre-trade checks and stress.
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