White Paper

Cray® XC™ Series Supercomputer Accelerates CVA Performance in Addressing Counterparty Risk

Company: Cray

Cray  case study

Category: Risk Systems

Published: 19 February 2016

Format:

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Overview

Since the 2008 credit crisis, there has been an increase in regulation and reporting requirements for financial institutions to comply to.

To mitigate the impact of these changes, financial institutions must try to decrease the costs of compliance whilst still using the required regulatory calculations to better monitor and manage risk.

Credit Valuation Adjustment (CVA) has seen an increase in demand from the new requirements, which is driving a need for improved infrastructures.

This white paper explores the uses for CVA in meeting the ever changing regulation and reporting requirements. 

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