SuperDerivatives Adds CVAs to eValueX, SDX, CorporeX

superderivatives-ipad
SuperDerivatives' platform

Derivatives pricing, data and risk management software vendor SuperDerivatives has added the ability to perform credit value adjustment (CVA) calculations for OTC derivatives portfolios to its eValueX multi-asset valuation service, its CorporeX corporate risk and compliance system and its SDX structured products pricing system.

SuperDerivatives added the CVA calculations─which draw on the vendor's own calculation engine and market data, and can be tailored to a company's specifications─in response to demand from corporate treasurers and auditors for functionality to support counterparty credit risk calculations.

  • LinkedIn  
  • Save this article
  • Print this page