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

 

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.

Veratec Ltd does NOT claim any ownership of FRONT ARENA. FRONT ARENA is the property of the SunGard Data Systems Inc group of companies. Veratec Ltd is not linked to or endorsed by SunGard Data Systems Inc. Nothing on this website shall grant or purports to grant any rights in or licences to use FRONT ARENA.

Veratec Ltd does NOT claim any ownership of OPICS. OPICS is the property of members of the Misys plc group of companies. Veratec Ltd is not linked to or endorsed by Misys plc. Nothing on this website shall grant or purports to grant any rights in or licences to use OPICS.

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