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A robust platform and set of tools for hedging Counterparty Credit Risk

  • A one stop shop for computing CVA/FVA/RWA/IA, in short XVA in general
  • In addition Closeout, Generic Wrong-Way-Risk (GWWR) and Specific-Wrong-Way-Risk (SWWR) frameworks faciliate accurate quantification of GAP risk
  • A very flexible framework for customising XVA computation as much as possible
  • Allows you to run practically any what-if scenarios and thus helps you to do the right trade and stay away from bad ones
  • Get your exposure and risk almost instantaneously – a must have feature
  • A tool with which you can do lots of cool XVA things with quite an ease
  • Allows you to structure any possible trade with minimum effort
  • Allows you to integrate and use your own market data/models/calculations within the tool/framework - very convenient feature
  • Helps you to get rid of bulky and sometimes buggy spreadsheets and make you vendor and platform independent and free of any hassles
  • Inherent multithreading and distribution support
  • No hassles of code deployment