Verasis modules

Multiple Pricing Curves

The Verasis Risk engine provides complete flexibility to the definition and use of yield curves in all of its valuation models and risk discipline modules.

The Verasis Multiple Pricing Curves module enables you to:
  • Minimise the collateral posted and maximise the collateral received for collateralised trades (Central Clearing & CSA)
  • Reduce the capital charge arising from transaction valuation models
MPC