For XVA desks and sales
The quote carries its own XVA, initial margin and capital, priced on the netting set before the trade is booked. The desk hedges from today's Greeks, not last night's run.
Trades across all asset classes quoted with their XVA, initial margin and capital impact, without a round trip to the XVA desk.
Day-on-day changes in CVA, DVA, FVA, MVA, ColVA and KVA attributed to market moves, time decay, new and matured trades, credit spreads and reference-data changes, by netting set.
Delta by netting set, currency and index, gamma and cross-gamma by risk-factor pair, from the same run that priced the trade, so the hedge is sized on the book as it stands now.
Pre-trade XVA impact and capital-aware quotes
Incremental XVA, initial margin and capital of a new trade with Greeks, in under a second; live what-if and P&L explain.
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 StudyThe quote carries its own XVA, initial margin and capital, priced on the netting set before the trade is booked.
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