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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