Valuation Adjustment

Market Risk & P&L

Front Office Risk

Credit Risk

Liquidity Risk

Collateral & Margining

Check the fair value of any derivative or portfolio of derivatives at the book, desk or enterprise level. In the front office, quickly make decisions about hedging risk taking into account all adjustments (funding, margin, debit/credit, collateral, capital) to create a price for a trade while having a full picture of the bank’s derivatives exposure risk in your view to make a clear decision. Use this to manage regulatory capital.

Non-regulatory Credit Valuation Adjustment

Empower the trading desk with immediate analysis of the impact of a counterparty’s credit risk on a trade, desk, portfolio and balance sheet, all the way up to the capital charge. Examine the results across currency and geography, practically any dimension. Create hundreds or thousands of scenarios driven by a Monte Carlo simulation then aggregate and calculate all the exposure metrics (EPE, EEPE, ENE, PFE,…) slice and dice the data without fear of losing performance from complex inputs.

Real-time Credit Valuation Adjustment

Overcoming the xVA Challenge at Danske Bank

xVA Calculations

xVA desks face a unique set of challenges in looking after a bank’s entire derivatives portfolio. The sheer volume of data and the need for speed – to quickly update a portfolio or check a trade – combine to create a challenge that few technology providers can meet. Atoti+ is a natural fit to compute non-linear metrics and assess the impact of a change of CSAs or the marginal impact of a new trade to make informed trading decisions at top speed.

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