SuperDerivatives Adds CVAs to eValueX, SDX, CorporeX

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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.

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