Duncan Cryle

Sense and sensitivity: How IBM is driving innovation in XVA calculations to help banks outperform the competition

IBM RegTech Innovations. Since the 2008 crash, the focus on the family of valuation adjustments known as XVA has intensified, and the demand for timely, accurate calculation is continually increasing. There’s a clear trajectory from daily to intra-day calculations, and in some cases even to real-time XVA calculations to help traders and risk management teams […]

Continue reading