“ActivePivot offers a massively scalable aggregation engine that we can integrate seamlessly with existing Enterprise Risk solutions or can form the core of a strategic architecture designed to meet the significant challenges faced by our clients”
Brian Lynch CEO, RiskFocus
Credit Value Adjustment (CVA)
ActivePivot is a unique solution that can be used successfully to give you an edge in managing credit value adjustment (CVA). Compliance as an exercise simply involving weekly calculation of CVA is no longer enough; ActivePivot can help you with a more proactive approach through its instant analytic capabilities.
ActivePivot addresses and overcomes the complexity of CVA, one of the more difficult calculations in the financial services industry, which involves data complexity and business rules. It provides instantaneous analysis for an immediate understanding of CVA. You can slice and dice the risk data with lightning speed to pursue your analysis, through an easy to use interface. Furthermore, when it comes to monitoring data, ActivePivot Sentinel provides complete flexibility over setting limits, triggering alerts in real-time when they are breached.
An instant view of CVA and its sensitivities allows you both to anticipate a potential trade’s impact and find out how better to hedge so as to limit your exposure. For this the instant ‘What If’ capability of ActivePivot can be used to simulate the impact of various strategies for credit exposure in real-time. CVA becomes an operational metric, which can be used by risk managers in their communication with management and collaboration on trading decisions in a credit sensitive environment.
Key Benefits
Instant calculation of credit value adjustments (CVAs) in all their complexity
Hedging of CVA, thanks to simulations of the impact of various strategies for credit exposure, in real-time
A mechanism that facilitates communication with management and collaboration on trading decisions
Intuitive navigation in order to understand raw data
If you are interested in exploring further the most innovative aggregation engine with market leading performance and memory management, please contact us. We would welcome the opportunity to discuss ActivePivot with you in more detail and identify the ways in which it could be used to bring much benefit, cost effectively, to your IT and business users.
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