XVA Trading Desks

● Overall monitoring of XVA positions per netting set/collateral set
● Pre-trade pricing : XVA cost of a new trade (marginal impact)
● Select automatically best counterparty to trade with
● Compute XVA cost of unwinding/assigning a group of transactions
● Automatically upload transactions from the main trading system
● Sensitivity to risk factors with user-defined level of granularity

Capital Optimisation Desks

● Simulate XVA impact of portfolio or sub-portfolio transfers to various counterparties
● Ability to choose optimal transfers based on XVA reduction criteria
● Easy selection of trades eligible for transfers based on various criteria (MTM, Greeks, XVAs)
● Simulate CSA term’s impact on XVA (MTA, Threshold, Frequencies…)

Treasury

● Overall monitoring of XVA positions per netting set/collateral set
● Ability to view XVA from the market counterparty point of view
● Pre-trade pricing : XVA cost of a new trade or trade unwinding (marginal impact)
● Compute XVA impact of CSA changes (unilateral->bilateral, threshold adjustment…etc) or portfolio assignment

Risk Management

● Ensure FO and Risk Management evaluate risk from one single tool
● Overall monitoring of Credit Exposure, XVA and VaR
● EOD batch or interactive one off report
● Reduce capital buffer with an independent and standardised solution
● Regulatory reports