Overview

Numerix Oneview XVA is an advanced risk analytics and valuation platform specifically designed to address the complex challenges of XVA (valuation adjustments) in derivatives portfolios. It enables financial institutions to calculate, manage, and report counterparty credit risk, funding costs, and capital requirements with high accuracy and scalability. The solution supports multi-asset and multi-currency portfolios, providing full integration of credit valuation adjustment (CVA), debit valuation adjustment (DVA), funding valuation adjustment (FVA), and capital valuation adjustment (KVA) metrics. Oneview XVA combines powerful analytics with flexible deployment options and regulatory compliance support to enhance transparency, risk control, and decision-making efficiency.

Features and Capabilities

• Comprehensive XVA Coverage: Supports CVA, DVA, FVA, KVA, and other valuation adjustments to provide a holistic view of derivative portfolio costs and risks.
• Multi-Asset and Multi-Currency Support: Capable of handling diverse derivatives across asset classes and currencies for enterprise-wide risk management.
• Real-Time and Portfolio-Level Analytics: Provides fast, on-demand valuation and risk metrics at trade and portfolio granularity.
• Flexible Model Framework: Integrates advanced pricing models and stochastic simulation techniques tailored for counterparty risk and funding cost calculations.
• Exposure Calculation: Sophisticated exposure profiling with support for netting sets, collateral, and margining agreements to accurately model counterparty risk.
• Capital Management: Tools to compute regulatory capital charges and optimize capital allocation in line with Basel III and IFRS 9 standards.
• Scenario Analysis and Stress Testing: Enables sensitivity analysis under various market conditions to assess portfolio resilience and risk drivers.
• Integration and Data Management: Seamless connectivity with front-office, risk, and finance systems to ensure consistent and accurate data flow.
• Scalable Architecture: Supports large portfolios with high trade counts through optimized calculation engines and distributed computing.
• Regulatory Compliance: Built-in functionality to meet global regulatory requirements related to XVA and derivative reporting.
• User-Friendly Interface: Intuitive dashboards and reporting tools for risk managers, traders, and finance professionals.
• Deployment Options: Available as on-premises or cloud-enabled solutions to fit institutional IT strategies.