case study

pbb Deutsche Pfandbriefbank XVA/CVA Case Study

pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance. Chosen for its accurate, near real-time credit risk valuations, Numerix XVA/CVA leverages its industry-leading CrossAsset analytics to deliver a highly flexible, transparent solution for CVA and potential future exposure (PFE).

With the high performance Numerix CVA Monte Carlo engine, real-time calculation of CVA per counterparty for the entire firm will be possible

Dr. Roland Stamm, Head of Risk Methods & Valuation at pbb

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