Rich visualization capabilities
Specialised viewers for XVA, PFE, and trade pricing results.
On the fly calculation of XVA metrics such as CVA, DVA, FVA, KVA, and COLLVA.
Advanced American Monte Carlo
High performance analytics makes possible real time calculation of XVA and counterparty credit risk.
CompatibL calculates MVA and KVA per trade, counterparty and as part of a full report of all XVAs.