overview

 

 

 

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.


Feature Rich. Scalable. Flexible.
LEARN MORE
 
Robust Risk Management
LEARN MORE
 
Decisive Pre-Deal Analysis
LEARN MORE
 
Dynamic Real-Time Reporting
LEARN MORE

 

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
  • Easily spilt calculations by counterparty
  • In-memory OLAP cube enables multi-dimensional dynamic views of risk measures and XVA calculations
  • Cloud native architecture and optimized for high performance in the cloud
     

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.

Additional Resources
Product Collateral
Numerix Oneview For XVA | Fact Sheet
Research & Insights
Understanding XVAs | Numerix Research & Insights

Contact Sales