Quants' Conundrum: Funding Valuation Adjustment Comes Into Its Own

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Quants and traders are finding more uses for FVA. Can they build the technology to match?

Sell-Side Technology's sibling publication Risk recently posed the question: Are there no more heroes in quantitative finance? Much of the debate surrounds a calculation for derivatives called credit valuation adjustment (CVA), which measures the market value of counterparty credit risk.

Many financial IT challenges involve doing a simple task faster, or more efficiently, or because the regulator mandates it. Rarely is it that a task genuinely tests the bounds of computing power, or the financia

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