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: Unpacking Stablecoin Challenges for Financial Institutions

The stablecoin market is experiencing unprecedented growth, driven by emerging regulatory clarity, technological maturity, and rising global demand for a faster, more secure financial infrastructure. But with opportunity comes complexity, and a host of challenges that financial institutions need to address before they can unlock the promise of a more streamlined financial transaction ecosystem. These...

BLOG

ace Seeks to Disrupt the Very Idea of ‘Digital’ for Financial Institutions

For more than a decade, financial institutions have been told to go digital. Data strategies have been written, platforms migrated to the cloud, and front-end experiences wrapped in slick apps. But for Niamh Kingsley, founder of ace, that conversation is already out of date. Her new firm, launched in November as a specialist post-digital advisory...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th 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 2021/2022 – Ninth Edition

Welcome to the ninth edition of A-Team Group’s Regulatory Data Handbook, a publication dedicated to helping you gain a full understanding of regulations related to your organisation from the details of requirements to best practice implementation. This edition of the handbook includes a focus on regulations being rolled out to bring order and standardisation to...