Verasis modules
CVA and DVA
Verasis Risk provides a clear and effective solution to the CVA / DVA requirements of financial institutions and corporate treasury operations.
The Verasis CVA / DVA module enables you 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