Atoti CVA Risk Capital
ActiveViam’s Atoti CVA Risk Capital solution simplifies the management of credit valuation adjustment (CVA) risk capital for banks, easing regulatory burdens and enhancing capital control. Key features include:
- Automated Calculations: Streamlines the measurement of CVA risk capital charges, optimizing capital allocation and freeing up funds.
- Regulatory Compliance: Supports both the Basic Approach (BA-CVA) and Standardized Approach (SA-CVA) for calculating CVA risk, ensuring adherence to BCBS 424 regulations.
- Dynamic Data Aggregation: Continuously aggregates large datasets, enabling real-time calculations across various dimensions and providing instant access to results via configurable dashboards.
- What-If Scenarios: Allows users to simulate different scenarios and assess their impact on capital charges, enhancing decision-making capabilities.
- Ease of Integration: Functions atop existing risk engines, minimizing the need for costly infrastructure changes.