The e.stradis CVA Calculator is a configurable standard software module for the company-wide calculation of CVA/DVA for all OTC derivatives including long-term contracts.
The CVA Calculator can be operated as a module in rms – risk management suite, as a standalone solution with a graphical user interface or as a pure calculation kernel in the form of a web service. CVA/DVA are calculated by a high-performance calculation kernel and are available through interfaces either in rms or in other applications for different users, e.g. controlling or accounting.
Functionalities
> Configurable standard software module for company-wide calculation of CVA/DVA for all OTC derivatives including long-term contracts > Powerful modern web application with integrated high-performance CVA calculationengine > Extensive configuration options for adaptation to company-specific requirements > Powerful interfaces for integration into the customer’s system landscape > Complete output of all input data, intermediate results and final results to MS Excel™, enabling comprehensive validation of calculations > Simple but comprehensive evaluation, drill-down, pivotization, aggregation, data preparation, reverse engineering, etc. by Risk Controlling using a familiar standard tool > Audit-proof interface and structured data historization meet all the requirements of auditors and reviewers. > Configuration by the customer enables permanent adjustments and thus a rapid response to audit comments / notes > Extremely powerful calculation kernel enables the processing of over 200,000 cash flows in approx. 10 seconds (pure calculation kernel time)
3 Options for integration
> Integrated in the e.stradis standard product rms: flexible management of company structures, rating data, collateral, CSAs, MNA, etc. in rms, transparent integration of CVA calculations in the rms platform > Standalone tool: Installation & operation as a standalone web-based tool, complete configuration (e.g. hedging sets, clients, etc.) via tool GUI, delivery of all data via customer-specific data converter > Web service: seamless integration into third-party applications, complete data management in the surrounding systems, pure use of the calculation core functions
Do you need additional information?
We would be happy to present the possibilities of the CVA-Calculator to you in a personal meeting or a demo. Please contact us!
