Product brief
Norma Pricing product brief
Incremental CVA, DVA, FVA, MVA, ColVA and KVA of a new trade with Greeks, including vega, gamma and cross-gamma, in under a second, on option flow as well as linear. Initial margin under ISDA SIMM per netting set. Live portfolio what-if, and XVA P&L explain: day-on-day changes in CVA, DVA, FVA, MVA and KVA attributed to market moves, time, trades and credit. Through Norma's analytics dashboards, or into your own dashboards and reporting tools via the API.
Product brief, 2 pages, PDF. Sent on request, to a company email.
What it covers
- Incremental CVA, DVA, BCVA, FVA, MVA, ColVA, KVA and SA-CCR exposure of a new trade, before booking
- Initial margin under ISDA SIMM per netting set, pre-trade and on the book
- Greeks including vega, gamma and cross-gamma
- XVA P&L explain: day-on-day changes attributed to market moves, time, trades and credit, by netting set
