Xplain Logo Image Icon
Sign In

XPLAINXVA

Providing users with the analytical tools to comply with accounting requirements and to better reconcile their counterparts valuations

Objective

XPLAINXVA is designed to provide its users with a powerful and bespoke framework for determining counterparty valuation adjustments. Developed by renowned quants and xVA experts, XPLAIN’s proprietary and optimized algorithm deliver robust and fast XVA calculations.

 

XPLAINXVA SOLUTION

  • 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

Request A Demo

Contact Form

+








    By submitting this form you agree to Solum Financial Limited's Privacy Policy and Cookies Policy.

    Contact Form

    +








      By submitting this form you agree to Solum Financial Limited's Privacy Policy and Cookies Policy.