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
CVA