Confidently Integrate XVAs Into Deals and Execute Even the Most Complex Deals at the Right Price
Numerix Oneview for XVA puts the industry’s most sophisticated analytics at the core of your XVA desk. This analytic DNA empowers central desks to confidently manage counterparty risk exposures, integrate XVAs into deal prices, and execute even the most complex deals at the right price.
capabilities
Profitable Decisions
Demand Powerful Insights.
XVA desks need fast and accurate views into the profitability and risks of their derivative business. Oneview’s next-generation technology provides the edge they need to compete and win in their markets.
Oneview’s intelligent front-to-risk capabilities are powered by the most comprehensive pricing and risk analytic library in OTC derivatives and structured products, which includes our gold-standard hybrid model and our robust Monte Carlo simulation engine.
Designed for the evolution of the capital markets, Oneview was built for complex calculations, is scalable and cloud-ready—empowering unparalleled accuracy, enabling real-time calculations and unleashing dynamic custom reporting and analysis capabilities. All the insights you need, readily available at your fingertips.
Benefits & Features
Feature Rich. Scalable. Flexible.
Oneview provides a holistic view of risk and derivative prices across the front and middle offices, leveraging a unified counterparty risk, market risk and XVA pricing engine.
Comprehensive XVA measures, including CVA, DVA, FVA,FCA, FBA, KVA, ColVA (both pre- and post-trade), with trade-level back allocation
Broadest asset class, model and instrument coverage in the market including exotic derivatives
User configurable scenario engine for powerful scenario analysis and stress testing
Flexible analytics platform allows for easy addition of new trade types (including exotic derivatives) and customization of pricing models, curves, calibrations and CSAs
Flexible big data analytics tools enables multi-dimensional dynamic views of risk measures and XVA calculations
Cloud native architecture to optimize performance, elasticity and scalability for calculations
Robust Risk Management
Managing risks across multiple asset classes and trading desks of a derivative business can be very challenging, but Oneview is here to help.
Provides real-time counterparty risk measures such as PFE, EE, CE, ENE, and EPE, for fast trading and risk decisions
Forward and backward application for XVA and PFE calculations
Calculates XVA sensitivities, cross-Greeks and ladder reports for hedging purposes
XVA Greeks utilizes algorithmic differentiation to optimize performance
Rich CSA/counterparty hierarchy support, plus CSA scripting to handle the most complex CSAs
Decisive Pre-Deal Analysis
XVA desks need to understand the potential impact of new trades on XVAs, counterparty risk exposures, and regulatory capital— before the deals are done—and Oneview delivers it all in real-time.
Fast, flexible pre-deal decision support tools deliver pre-trade standalone, incremental and marginal XVAs and exposures
High performance calculation engine and exceptional pricing and risk analytics enable uncompromising accuracy across XVA measures
What-if trades and cheapest-to-trade analytics illustrate the potential impact of new trades on the portfolio and support counterparty optimization
View a trade’s impact on regulatory capital for SA-CCR and Basel III SA-CVA
Ensure consistency and accuracy throughout the day with an up-to-date exposure baseline that includes intraday trades as soon as they’re booked
Dynamic Real-Time Reporting
Flexible reporting framework lets users dynamically aggregate results and slice-and-dice custom risk reports in real-time, with powerful graphic visualizations and in-depth drill down capabilities.
