One-click fast XVA pricing
Full suite of xVA metrics (base MTM, CVA, DVA, FVA), and related exposures including various features such close-out or multi-ccy CSAs
Easy tool to import trades, CSA terms and counterparties’ curves from a well documented XLS spreadsheet
Web-based UI designed for a one-click data upload and xVA pricing
Support for real time pricing of what-if trades, unwinding scenarios, or CSA terms changes
Real-Time Incremental Pricing
Start with a free version and upgrade depending on usage
Pay Per Use
Leverage the advanced ICA pricing models and Monte Carlo engine in a pre-configured and package approach
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.
SIGN UP FOR OUR NEWSLETTER