Application highlights

CVA/DVA/FVA/KVA/MVA

Rich visualization capabilities

Specialised viewers for XVA, PFE, and trade pricing results.

XVA screen

 

XVA metrics

On the fly calculation of XVA metrics such as CVA, DVA, FVA, KVA, and COLLVA.

XVA-metrics

 

Advanced American Monte Carlo

High performance analytics makes possible real time calculation of XVA and counterparty credit risk.

Advanced American Monte Carlo

 

KVA/MVA

CompatibL calculates MVA and KVA per trade, counterparty and as part of a full report of all XVAs.

Initial Margin

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KVA

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