Case studies & eBooks

Overcoming the xVA Challenge at Danske Bank

Read how Danske Bank upgraded its entire xVA management system and used ActiveViam to provide faster, more precise analytics:

Financial industry participants have to actively manage all facets of derivatives pricing that impact the entire banking portfolio from profit and loss to regulatory capital.

The multidimensionality and non-linear payoff structure of derivatives instruments and the need to manage valuation adjustments or “xVAs” for credit, debt, funding, margin, and impact on capital has generated large volumes of data, which need to be categorized differently on a given day.

Precise calculation of the risks affecting these instruments on a daily, weekly, and monthly basis is key to mapping exact costs to specific portfolios and counterparty netting sets, and solve the xVA challenge.

  • Please fill in your details and we will e​mail you the link to the ebook.


You like this post ? Please share it on your socials

The need for agility in today’s volatile financial markets
Hedge funds were challenged by last year’s market volatility due to inflation,...
ActiveViam shortlisted for Hedgeweek 2023 European Awards
January 10, 2023, London.  ActiveViam is thrilled to share that we have...
Data Analytics Innovator ActiveViam Partners with RIVACON  
London/Frankfurt, December 13, 2022- ActiveViam, a fit-for-purpose data analytics solutions provider to...

Innovative data analytics that empower financial services firms to be ready for the unexpected.

Copyright © 2019 | ActiveViam