Tag Archives: CVA

Counterparty Risk Analysis – Enhancing Existing Solutions

The current complex global financial markets include risks that are distributed across many entities. Credit risk in no longer limited to two parties, a bank and borrower, it now includes a variety of financial products and instruments, which makes counterparty …Read more

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Counterparty Credit Risk Management CVA Demo – Marginal Exposure and Delta CVA

In the previous post, we described the netting concept in CVA. This post describes the marginal exposure and delta CVA concepts in our CVA demo, and show related benchmarks.

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Counterparty Credit Risk Management CVA Demo – Netting Concept

In the previous post, we described the Exposure and Potential Future Exposure (PFE) measures in CVA. This post describes the general netting concept in our CVA demo, and the CVA of a specific netting node.

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Counterparty Credit Risk Management CVA Demo – Trade Exposure

In the previous post, we described the counterparty credit risk management and CVA concepts and discussed the OLAP cube. This post describes trade exposure in our CVA demo, using the Exposure and Potential Future Exposure (PFE) measures.

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Counterparty Credit Risk Management CVA Demo – Overview

This series of blog posts explains about Quartet FS’s counterparty credit risk management CVA solution and how to get the most out of our online CVA demo. In this post, we explain the counterparty credit risk management and CVA concepts, …Read more

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