logo_ica_home

Solving the challenges of xVA

Software as a Service to support the banking industry with the latest regulatory risk and xVA trading challenges

      home_big_button4_04

Software as a Service

xVA Trading and Risk Platform

End-to-End solution
Including computational power while maintaining full steering control

Best practices
Access to best of class IT technology and risk-modelling methodologies

IT chain readily available
No internal computational power required, no grid engine software, no deployment, no maintenance

Dramatic reduction of Time and Cost to market
Fully managed service ready to be used. No upfront investment

Resolves scalability and elasticity issues
Built to work natively on public cloud while not exposing any confidential information

Big data technologies
Empowers users with real-time what if simulation thanks to big data technologies

Mutualisation

Extension of the concept of mutualisation and standardisation that has been operated through externalisation (SaaS or Outsourcing) on other part of the investment bank’s chain (example: Compliance, Back-Office Operations, …)

Economies of scale, mutualisation of human and computational resource efforts between banks

The world of Digital Technologies accessible to Investment Banks

Designed for Cloud

Native Design

Choice of ecosystem of GAFA and application to finance

 Computations on the Cloud :
Private Cloud managing confidential information

Public Cloud for heavy computations

Big data analysis tools leveraging a common engine for Risk and FO

Modular Architecture

 

Benefits of Cloud

Immediate availability and agility

More efficient use of hardware

Scalability and elasticity of infrastructure

Lower Cost

Reduction to a fraction of current costs and computation time

Cutting Edge xVA Trading and Risk

Pricing & Risk Metrics
Full suite covering Credit Risk Management, Market Risk and Independent Valuation (Benchmarking)

Multi-factor Simulation Engines
Includes credit agreement features, bank funding assumptions, up-to-date pricing models  and advanced diffusion framework

Exotic Trades Approach
Ability to integrate exotics by plug-in third party pricing analytics including simple access to our accelerators

EOD Reports
Batch regular or ad hoc reports with customisable level of details, and timing of runs

Real Time Pre & Post Trade What Ifs
Support for what-if trades, unwinding scenarios, xVA optimisation by portfolio transfers, or CSA terms changes

Retain Steering Control
Parametrised for a plug-and-play usage and standardized calculation,  together with capacity to control key parameters  including simulation assumptions, pricing model, etc…

Pay per Use

No long-term licence commitment, no upfront investment
Monthly licence fee charged per transaction

Adjust cost
In line with the business size

Opportunity for one-off run
Without paying for a dedicated infrastructure

Do not pay
For a non fully-occupied infrastructure and a dormant recovery center

Solving the challenges of xVA

Risk Management as a Service to support the banking industry with the latest regulatory risk and xVA trading challenges

Say hello info@the-ica.com