FRTB-CVA (risk)
Manage uncleared margin rules for OTC derivatives so you can explain the day-to-day changes in your margin and perform optimization strategies.
Manage uncleared margin rules for OTC derivatives so you can explain the day-to-day changes in your margin and perform optimization strategies.
Manage uncleared margin rules for OTC derivatives so you can explain the day-to-day changes in your margin and perform optimization strategies.
Get full visibility down to the trade level. Earn sign-off faster and show up prepared for any audit requests.
Tap into intra-day sensitivities and market data and calculate your PnL. Simulate a trade to see the impact on your PnL. Change a single parameter
Map exact costs to specific portfolios and counterparty netting sets so you can solve the xVA challenge. Evaluate hedging risks and see use funding, margin,
Teams can examine the suite of pledged securities and run multiple optimization scenarios interactively. Assess the best asset to pledge for a client’s position and
Gain real-time visibility of the balance sheet…manage large data-updates and intensive real-time queries with ease… catalog financial instruments by rating, maturity, and risk sectors…. Read
Head of Risk Control gets real-time answers to critical questions including: Which trade just puts us at risk of breaching a limit? What insights can…
Traders assess trade profitability without waiting for new calculations or models. They instantly see PnL drivers, the impact of intra-day sensitivities and run… Read more…
Traders can assess trade profitability without waiting for new calculations or models. Instantly seeing what is driving PnL, the impact of intra-day sensitivities and run
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