A powerful and bespoke framework for counterparty XVA calculations.
A robust and flexible accrual pricing platform for total return swaps, with bespoke user functionalities.
Enables full replication of netting sets with customisable PD/LGD and funding spreads assumptions
Allows users to reflect their preferred/approved xVA calculation methodology
Generates xVA calculations (CVA, DVA, FCA and FBA) from the user’s or their counterparts perspective
Developed by renowned quants and xVA experts, XPLAIN’s proprietary and optimised algorithm delivers robust and fast XVA calculations