Case Study: pbb Deutsche Pfandbriefbank achieves firm-wide CVA compliance with Numerix

pbb Deutsche Pfandbriefbank - Customer Case Study

pbb Deutsche Pfandbriefbank, a leading European specialist bank for real estate and public investment finance, needed a faster and more accurate way to perform firm-wide CVA calculations for regulatory compliance. The bank also wanted a flexible, transparent solution for valuing credit risk and potential future exposure across client and bank counterparties, building on its long-term use of NumeriX analytics.

NumeriX implemented Numerix CVA, using its CrossAsset analytics and high-performance Monte Carlo engine to deliver near real-time, firm-wide CVA calculations with consistent modeling across multiple risk factors. The result was a reliable, easy-to-use risk solution that supported robust CVA calculations and made real-time counterparty CVA calculation for the entire firm possible.

pbb Deutsche Pfandbriefbank

Dr. Roland Stamm

Head of Risk Methods and Valuation