Oneview for XVA

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.

Benefits

Cloud-native architecture

Utilizes a cloud-native architecture and serverless design for optimized performance, elasticity, and scalability. This not only reduces infrastructure costs but also enhances operational efficiency, offering a significant advantage over traditional on-premises solutions.
Advanced XVA capabilities

Offers the broadest coverage of XVA measures and supports complex derivatives, surpassing competitors in depth and breadth of analytics.
Flexible, scalable, and customizable

Oneview for XVA seamlessly adapts to the ever-changing market needs. It facilitates custom scenario analysis, effortlessly integrates new trade types, and offers customization of models, curves, and CSAs. This provides a degree of flexibility and adaptability surpassing traditional on-premises solutions
Holistic risk management

Oneview provides a unified view of risk and derivative prices with real-time counterparty risk measures and XVA calculations across front and middle offices. This empowers users with timely insights, enabling effective risk management and strategic hedging.

Numerix honored with

Innovation in xVA Analytics award in the 2024 Chartis STORM QuantTech50

Discover why

Capital markets awards that speak for themselves

Waters Technology Best credit risk product

Most Innovative Solution Asian Private Banker 2023

Best Risk Solution Asian Private Banker 2023

Product factsheet

Oneview for XVA

Discover how Numerix Oneview for XVA streamlines counterparty risk management and XVA integration.

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blog

Mastering XVA: Learning Series

In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge.

Read Blog

webinar

Algorithmic Differentiation for Greeks Stability and Fast Computation

Discover how the Jacobian Greeks approach and Algorithmic Differentiation can revolutionize your Greeks calculations, making them faster and more accurate while overcoming the limitations of traditional methods.

View webinar