Category: Credit Risk

SA-CCR Accelerator

The SA-CCR Accelerator contains measures to evaluate the SA-CCR risk charges in a derivatives portfolio including the ability to create a chain of calculations that

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CVA Risk Capital Accelerator

The CVA Risk Capital Accelerator supports calculations for both the Basic Approach (BA-CVA) and the Standardized Approach (SA-CVA) and helps to optimize the valuation adjustment

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eBook – ActiveViam IFRS9

La solution ActiveViam IFRS 9 permet de trier, filtrer et segmenter les prêts pour identifier des patterns comme la probabilité de défaut et rechercher les

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