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: Streamlining trading and investment processes with data standards and identifiers

Financial institutions are integrating not only greater volumes of data for use across their organisation but also more varieties of data. As well, that data is being applied to more use cases than ever before, especially regulatory compliance and ESG integration. Due to this increased complexity of institutions’ data needs, however, information often arrives into...

BLOG

Value of ESG Ratings, Scores Still Debated Amid Differing Reports

Consensus remains elusive over the value of aggregated ESG metrics such as ratings and other scores despite a flurry of recent studies on the contentious issue. Three issuers of ratings and indexes conducted their own research into the performance of funds and assets relative to their ratings and while two found at least some correlation...

EVENT

AI in Capital Markets Summit New York

The AI in Capital Markets Summit will explore current and emerging trends in AI, the potential of Generative AI and LLMs and how AI can be applied for efficiencies and business value across a number of use cases, in the front and back office of financial institutions. The agenda will explore the risks and challenges of adopting AI and the foundational technologies and data management capabilities that underpin successful deployment.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...