Assess and hedge risk with XVA exposures and sensitivities
CVA Capital Requirements
Verification of Credit Valuation Adjustments Capital requirements prior to regulatory submission.
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.
Ability to quickly rebalance portfolios in the event of a significant market move.