Counterparty credit risk

SAS CVA is a solution framework which allows a CVA desk to address some of the most challenging aspects of counter-party credit risk.

Utilising High Performance Analytics from SAS makes CVA more accurate, reducing risk and optimising the amount of CDS hedging used. This optimisation also enables financial institutions to better manage regulatory compliance, for example by minimising the Basel III CVA VaR capital charge.

Be more competitive

CVA is one of the most data-demanding business area within risk, posing unique challenges to both CVA desks and supporting IS teams. Using Event Stream Analytics, the SAS CVA framework enables financial institutions to build real-time CVA solutions that make CVA desks more agile and more competitive.

Monitor and manage in real-time

SAS CVA comes with a range of real-time capability modules which can be used together or in a bespoke implementation. From real-time sensitivities and mark-to-market prices for positions through to CVA scenario testing and stress-tests, with Event Stream Analytics SAS enables financial institutions to monitor and manage CVA in real-time.

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