Confidently integrate XVAs and execute complex deals at the right price
Numerix Oneview for XVA is a comprehensive cloud-native, SaaS XVA solution that empowers users to confidently manage counterparty risk exposures, seamlessly integrate XVAs into deal pricing, and execute complex transactions at the right price. It delivers precise trade-level exposure calculations and collateral projections for reliable pre and post-margin PFE and xVA results. Featuring a robust data model, it captures intricate counterparty relationships, supports customizable CSAs terms, and implements tailored collateral accrual and funding logic to help users effectively compete and win business in fast moving markets.
Capabilities
Next-generation technology
Oneview for XVA, with its cloud-native, serverless architecture and SaaS operation model supported by Numerix’s experts, ensures enhanced performance, scalability, and operational efficiency. This next-generation technology guarantees unmatched accuracy, real-time calculations, and dynamic reporting, empowering XVA desks with a competitive edge in the market.
Industry-leading XVA analytics
Oneview for XVA leverages the industry's most comprehensive pricing and risk analytic library in OTC derivatives and structured products and supports a wide range of XVA measures, including with trade-level back allocation.
Robust risk management capabilities
Oneview for XVA provides real-time counterparty risk measures such as PFE, EE, CE, ENE, and EPE for fast trading and risk decisions. It calculates XVA sensitivities, cross-Greeks, and ladder reports for hedging purposes, and optimizes performance using algorithmic differentiation for XVA Greeks. Additionally, it supports a rich CSA/counterparty hierarchy and CSA scripting to handle the most complex CSAs.
Accurate XVA insights for optimal trade execution
Oneview for XVA's pre-deal decision support tools deliver standalone, incremental, and marginal XVAs and exposures prior to trade execution. This is bolstered by a high-performance calculation engine and Numerix's superior pricing and risk analytics, ensuring uncompromising accuracy across all XVA measures. Additionally, it facilitates what-if trades and cheapest-to-trade analytics for optimal portfolio management, provides insights into a trade’s impact on regulatory capital for SA-CCR and Basel III SA-CVA, and maintains an up-to-date exposure baseline that includes intraday trades for consistent and accurate risk management.
Real-time and dynamic reporting
Enables customizable risk reports and powerful visualizations in real-time, supporting regulatory compliance including SA-CCR and Basel III SA-CVA for consistent and accurate regulatory capital calculations.
Numerix honored with
Innovation in xVA Analytics award in the 2024 Chartis STORM QuantTech50
Capital markets awards that speak for themselves
Product factsheet
Oneview for XVA
Discover how Numerix Oneview for XVA streamlines counterparty risk management and XVA integration.
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