About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Icap and Fincad Add CVA to Fair Value Insight

Subscribe to our newsletter

Icap, interdealer broker and provider of post trade services, and Fincad, a provider of financial analytics, announced today the addition of Credit Value Adjustment (CVA) to Fair Value Insight.

Credit valuation adjustments are required to meet fair value and mark-to-market regulatory requirements (FAS 157/IFRS 7). Fair Value Insight now includes the ability to calculate CVA and a facility to enter proprietary credit curves, so once trade details and credit curves are entered Fair Value Insight does the rest. A full expected exposures table is also provided which can be downloaded for further analysis.

Fair Value Insight is an affordable software as a service (SaaS) derivatives valuation solution built with Fincad’s industry standard analytics and Icap’s market data. The solution provides accurate, transparent valuations for OTC derivatives and fixed income securities. Customers can save time and enhance the visibility of their derivatives positions by having reports automatically delivered via email.

“The addition of Credit Value Adjustment calculations to Fair Value Insight addresses the stringent regulations requiring derivative users to incorporate credit risk in their portfolio valuations,” said Bob Park, president and CEO, Fincad. “Fair Value Insight not only provides the ability to include this adjustment but also provides complete views of models, assumptions and documented methodology to help with regulatory compliance.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: End-to-End Lineage for Financial Services: The Missing Link for Both Compliance and AI Readiness

The importance of complete robust end-to-end data lineage in financial services and capital markets cannot be overstated. Without the ability to trace and verify data across its lifecycle, many critical workflows – from trade reconciliation to risk management – cannot be executed effectively. At the top of the list is regulatory compliance. Regulators demand a...

BLOG

Juniper Square Seeks to Democratise Private Markets with Data

Juniper Square has, from a virtual standing start, become one of the fastest-growing providers of data and investor services to private-market participants. Earlier in the summer it received a US$130 million series D capital injection that underscored its prospects and valued the company within unicorn territory. That’s unsurprising for a company whose platform has, since...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...