XVA
Calculations

Powered by OSTTRA triCalculate

XVA risk calculations across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.

XVA risk calculations across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.

Analyse \ XVA Calculations
Analyse \ XVA Calculations

Our web based service provides efficient XVA calculations for OTC derivatives using transparent and consistent models across a range of trade types, asset classes and business units.

 
Run pre-deal scenarios to understand the incremental XVA costs of adding or removing one or more trades to a netting set and make quick decisions on the optimal netting set for new trades. Get truly independent and unbiased verification checks on your OTC derivatives valuation adjustments, calculated using independent market data.
 
Our interactive GUI provides diagnostic tools including cash flow analysis, expected exposure profiles and expected initial margin profiles which will help you to understand your XVAs. Full modelling documentation is available on request and our Valuation Analytics team is ready to provide expert assistance in helping you map trades, manage runs, interpret data or customise batch settings to suit your requirements.

An easy to use, sophisticated, web-based solution, our service automates the XVA calculation process and feeds the calculation results directly into a firm’s reporting mechanisms.

Read why firms are taking the decision to use OSTTRA triCalculate for their XVA and PFE calculations.

 

Read the case studies

XVA Risk Calculation

Benefits of our XVA Calculation service

Cost effective

Pay-as-you-go, transparent pricing model is more cost efficient and scalable than installed software options.

Rapid onboarding

Quick and easy implementation, use an exisiting trade file to perform calculations.

Flexible

Calculations can be configured at a batch level.

Seamless connectivity

SFTP and API transfer of results are available.

Evolve with the Market

Immediate access to new functionality means no need for time-consuming, expensive upgrades.

Secure

We are ISO 27001 certified, the highest international standard for information security.

How it works

Whether you need to determine risk-adjusted pricing in your front office, produce fair value accounting figures, or generate XVA sensitivities for hedging purposes, OSTTRA triCalculate eliminates XVA complexity with high volume CVA, DVA, FVA, MVA, KVA and ColVA calculations.

The OSTTRA triCalculate web based XVA service is very agile and from our side we don’t need to do updates or bug-fixings. The feedback from client support is very quick.”

Risk Manager, Regional Bank

Related Service

Complete Margin Management

Included Services

SA-CCR
calculations

To achieve compliance with regulatory and accounting developments such as Basel 3 and 4, market participants need to manage SA-CCR calculations with accuracy, speed, and ease.

They must understand the impact of SA-CCR on their capital requirements, and manage the significant calculation challenges that the regulations impose, including new add-ons; potential future exposure (PFE) and replacement cost (RC) that are required to calculate exposure at default (EAD).

We provide SA-CCR capital calculations and impact analysis for OTC derivatives portfolios. Working with our global valuation analytics team, you can onboard quickly and easily and, using your existing trade record file, you can start to receive SA-CCR results.

Contact our team of XVA Calculation experts

To find out more about our end-to-end post-trade solutions, please share your details with a short message and we will get in touch with you soon.

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