UnRısk xVA MODULE

Advancing Counterparty Risk Management

Explore our ultimate tool that achieves precision and forward-thinking, keeping you ahead in financial risk management.

What is UnRısk xVA MODULE?

Counterparty risk is a combination of market risk (exposure) and credit risk (counterparty credit quality). The UnRısk xVA MODULE demonstrates advanced numerical precision, enabling the simulation of exposures and the calculation of crucial metrics such as Debt Value Adjustment (DVA) and Credit Value Adjustment (CVA).

Compelling Core Features

Advanced numerical schemes

Advanced exposure simulation

Multi-risk factor scenario generation

Netting optimisation

Key Benefits

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UnRısk Ecosystem Integration

Seamlessly integrated with UnRısk QUANT and UnRısk FACTORY, ensuring consistency and efficiency across your risk assessment processes for a cohesive risk management ecosystem.

Efficiency in Instrument Evaluation

Swift instrument evaluation for each market scenario ensures timely decision-making in a rapidly changing financial landscape.

Holistic Risk Insights

Ensures a well-rounded view of risk exposure, enhancing accuracy and providing a clearer picture of counterparty risk and financial impact in default scenarios.

Accuracy

Ensures the highest quality in numerical implementation and performance.

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Who should use UnRısk xVA MODULE?

Front Office

UnRısk equips front office teams with superior tools to evaluate all types of investment ...

Risk Management

UnRısk offers tailored solutions for risk management that span across all asset classes and ...

Fintech & Consulting

UnRısk offers industry-leading risk technology, providing the right risk analysis and ...

Regulatory & Compliance

UnRısk equips front office teams with superior tools to evaluate all types of investment ...

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