One of the largest investment bank in the world implemented a full centralised XVA system, capable of calculating all XVAs and their sensitivities in near real-time. Front-office traders can assess the XVA components of the price directly within the trading system, the XVA desk can hedge effectively using the reported sensititivies, and the risk department can monitor credit limits and regulatory capital in near real-time – all enabled by the central XVA system.

After a 6 month review of alternative solutions (both internal and external), Xcelerit proved to be the clear leader, offering all the functionalities to match the client’s strict requirements.