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

SunGard’s Adaptiv Analytics Increases Speed Sixfold to Support Latest Industry Risk Requirements

Subscribe to our newsletter

SunGard has released a new version of its risk analytics engine, Adaptiv Analytics, that provides improved performance to help customers manage developments in Credit Value Adjustment (CVA) and around regulations such as Basel III capital requirements.

Adaptiv helps customers accurately calculate the cost of credit so that traders can correctly price new business while maximising opportunities. It helps customers quickly and efficiently handle computationally-intensive calculations for active CVA management and new regulatory stress test requirements. As credit risk management increases in priority to senior management, Adaptiv also helps increase the transparency of counterparty credit risk.

Tests demonstrate that Adaptiv Analytics now performs over 6 times faster than previous releases for a benchmark portfolio. This increase in performance means that a calculation will run in the same time with only 16% of the hardware required previously, helping reduce hardware costs associated with expensive simulation calculations. Adaptiv Analytics’ fast and accurate calculations help give customers a more precise reflection and allocation of their credit risk.

Mat Newman, head of product management for Adaptiv in SunGard’s position, risk and operations business, said, “Adaptiv Analytics helps customers manage the increased volumes and complexity of calculations that are now required to perform pricing and risk management, such as CVA, incremental risk charge and potential future exposure calculations. This innovation is part of our ongoing program of technology optimization.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Best approaches for trade and transaction reporting

Compliance practitioners and technology leaders in capital markets face mounting pressure to ensure that reporting processes are efficient, accurate, and aligned with global standards. Market developments and jurisdictional nuances in regulatory frameworks like MiFID II, EMIR, SFTR and MAS create a continual challenge for compliance teams. This webinar brings together senior RegTech executives and seasoned...

BLOG

ESMA’s “Data Day” and Regulatory Digitalisation

When ESMA convened its first ‘Data Day’ on 2 December 2025, the agenda title – “Burden reduction in the digitalisation era” – captured a shift that has been building across Europe’s regulatory landscape for several years. While markets been advancing shared data models and machine-executable reporting logic through initiatives such as the Common Domain Model...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

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,...