News about Verasis Risk 4.0

Credit / Debit Value Adjustment (CVA/DVA) development completed

Verasis Risk 4.0 has been enhanced to provide a clear and effective solution to the CVA / DVA requirements of Financial Institutions and Corporate Treasury operations. These include the ability to:

  • Calculate the CVA (and DVA) accounting impact of your derivative portfolios
  • Identify risk reducing trades and perform pre-trade checks against existing CVA exposure levels
  • Assess the impact of changes in the market on CVA exposures
  • Meet the Counterparty Exposure regulatory requirements of Basel III & CRD4 with a minimum of fuss and resource
Counterparty Credit Risk commences beta testing

Verasis Risk 4.0 has been enhanced to provide the ability to manage and access CCR on an intra-day basis by combining:

  • The provision VaR, Interest Rate Sensitivity, FX sensitivity, Volatility Sensitivity at a counterparty level (and counterparty group)
  • Counterparty exposure limits at both absolute and concentration levels
  • CSA agreement terms
  • What-if functionality to perform impact analysis of potential trades across counterparties across all Risk measurements

 

If you would like more general information on Veratec or Verasis, please contact us on +44 (0)20 7375 1000, or email us at info@verasis.com.

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