Assess and hedge risk with XVA exposures and sensitivities

The IBM XVA Sensitivities Foundation solution enables a high performance calculation of XVA exposures measures and the sensitivity of these measures to market factors. The timely calculation of all of the XVA sensitivities required by Front Office Traders and Middle Office Risk Managers can be achieved without additional hardware. The systems also supports a detailed breakdown of all of the steps of the calculations delivering a detailed verification of the XVA measures and sensitivities.
IBM XVA Sensitivities

CVA Capital Requirements

Verification of Credit Valuation Adjustments Capital requirements prior to regulatory submission.

Capital Optimization

Reduction in the amount of required capital if the bank is currently using the basic FRTB-CVA methodology.

Front Office Hedging

Performance improvement allows traders on the XVA desk to react rapidly to significant market moves.

Competitive Advantage

Ability to quickly rebalance portfolios in the event of a significant market move.