Platform

One engine.
One set of numbers.

Pricing, capital, exposure and market risk run on one engine with one set of models and market data. The desk, the capital team and risk work from the same numbers, computed when they ask, not the night before.

Talk to us Benchmarks

What the platform includes

Every module runs on the Norma Platform: the Norma Core engine, the analytics dashboards, an API that exposes every function programmatically, market-data ingestion and validation, hosting or deployment in your tenancy, support and upgrades.

Your transactions and data

Trades: FpML, CSV, your export
Netting and CSA terms
Your market data, validated on entry

Norma Core

One engine, on demand

One set of models and market data
Full accuracy, fast enough to run intraday
Pricing, capital and risk agree

Out

Any measure, any screen

Norma Pricing · Pre-trade XVA impact and capital-aware quotes
Norma Capital · SA-CVA, BA-CVA, SA-CCR and KVA
Norma Exposure · PFE, limits, what-if and stress
Norma Market Risk · VaR, drilldown and attribution, live
Analytics dashboards, API, your tenancy or hosted

What follows from that

One set of numbers

Pre-trade, intraday, end of day and regulatory reconcile by construction: same models, same market data, same engine.

No overnight window

What-if, stress and drilldown are questions, not projects.

Nothing is too expensive to recompute

Full sensitivities on the whole book become routine rather than a project. That is what makes SA-CVA an option, and what-if a question rather than a request to IT.

Your data, your numbers

Bring your own market data

Regulatory numbers must reconcile to your official curves, vols and spreads. Norma ingests them through a published input specification and checks them for completeness and consistency on import. Hosted clients pass their own data entitlements through.

Deploy where you need

Hosted in a single tenant in a UK or EU region, containers in your own cloud tenancy, or on-prem. In your tenancy your own controls apply.

Direction

Norma started with XVA because it is the hardest calculation in the risk stack: every trade, every counterparty, thousands of market scenarios, valued together over the life of the book. An engine that does XVA live has solved pricing, exposure and capital on the way.

Your market data, checked on entry

Bring your own curves and quotes

Import curves, quotes and surfaces by type and market date, checked on import for completeness and consistency, with history per quote.

CSV, JSON, your native formats
Bloomberg and Markit pass-through
One snapshot, every module

Integrations

Browse the imported market quotes by type, sub-type and currency, with search, filters, export and a details view for each quote

The book, trade by trade

A million-trade book across products by netting set, with price and sensitivities per trade, and netting sets and counterparties alongside.

FpML, CSV or your export
Netting sets and CSA terms
Price and sensitivities per trade