Derivatives Pricing, Risk and xVA as a Service
Valuations and Market Risk
MTM, Sensitivities, Stress-Scenarios, Monte Carlo VaR, Standardized FRTB for a large range of product types
Full suite of xVA metrics (CVA, DVA, FVA, CollVA, MVA) and marginals including various features such WW risks, close-out or multi-ccy CSAs
No long-term licence commitment, no upfront investment
Pay Per Use
Software as a Service
Dramatic reduction of time and cost to market with fully managed services.
No more installation, maintenance, upgrades, nor hardware
xVA sensitivities and P&L Explain
Powerful and optimized xVA sensitivities and cross gammas via a scenario engine covering all xVA risk factors and P&L explain
Large range of regulatory methods CEM, SA-CCR, IMM, CCR and CVA charge, Leverage Ratio, up to KVA pricing
Capital Charge & KVA
Real-Time Pre & Post Trades
Support for what-ifs: new trades, unwinding scenarios, xVA optimisation, or CSA terms changes. Ability to assess both Self vs Counterparty's views.
Flexible and friendly UI
Flexible results navigation in UI including slide-and-dices, dashboards and graphing functionalities
The Independent Calculation Agent
112 Avenue Kleber
75116 Paris - France
+33 1 53 65 35 95
ICA is a capital market FinTech providing new generation derivatives xVA and risk management systems powered by bigdata, cloud computing and Artificial Intelligence.
We adjust our solution to our clients' needs and specifics.
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