XVA research

10 research papers

Spotlight on xVA

Powerful, multifaceted … and continuously evolving xVA – the term used to describe the family of value adjustments now vital in derivatives pricing – is a powerful tool, enabling Financial Institutions (FIs) to allocate specific costs to trades and positions with considerable accuracy, and…

Credit Risk Management Systems for the Banking Book 2016

Banks, vendors of systems and regulators all recognize that the design and implementation of systems to manage credit risk in the banking book is a major undertaking. Three factors, namely changing regulation, uncertain economic outlook, and possibly deficient systems are challenging vendors of…

Credit Risk Management Systems 2010

The Credit Crunch highlighted the deficiencies of the ad hoc and fragmented approach to credit risk management. Financial institutions now are faced with the challenges of meeting the many new risk-based regulations and running economically viable credit businesses. Many have started to rebuild…

Credit Risk Management Systems 2009

The recent financial crisis has highlighted the deficiencies in the current ad-hoc and fragmented approach to compliance and risk management. The traditional silo-based risk management culture has resulted in multiple point-solutions with multiple databases and standards. Data quality and system…

Credit Risk Management Systems - Competitive Landscape

  In assessing the dynamics of credit risk management and the relative strengths and weaknesses of the vendors, Chartis considers the following factors as important: Depth and breadth of functionality Flexible technology architecture Scalable sales and marketing strategy Ongoing innovation…