CVA Counterparty Reports

The Trade Summary report representing PV, CVA, DVA values over different sample trades with filtering/drill-down features. Dynamic pie charts, data grid and a set of graphs are used to describe the report:

Trade Summary report

  • Dynamic pie charts: give a graphic presentation of the displayed correlations based on the report filter parameter. These are circular charts divided into sectors, illustrating proportion of the selected in the data grid values (PV, CVA, DVA) for any parameter (portfolio, product, etc.).

    The dynamic character of the charts allows the user to select any slice (or several slices) and the report data will be filtered within this slice:

    Dynamic pie charts


  • Data grid: presents the report data in a table form;
  • A set of graphs displaying the contribution of report entities to CVA.