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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

Real-Time Incremental Pricing

xVA Metrics

Easy tool to import trades, CSA terms and counterparties’ curves from a well documented XLS spreadsheet

Support for real time pricing of what-if trades, unwinding scenarios, or CSA terms changes

Portfolio Data

Pay Per Use

Web-based UI designed for a one-click data upload and xVA pricing

Leverage the advanced ICA pricing models and Monte Carlo engine in a pre-configured and package approach

Easy-to-use

Pre-configured

CONTACT

The Independent Calculation Agent
112 Avenue Kleber
75116 Paris - France
+33 1 53 65 35 95

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ABOUT ICA

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.