NumeriX
39 Case Studies
Case Study: pbb Deutsche Pfandbriefbank achieves firm-wide CVA compliance with Numerix XVA/CVA
A NumeriX Case Study
pbb Deutsche Pfandbriefbank enables real-time CVA calculations with Numerix
pbb Deutsche Pfandbriefbank selected Numerix for firm-wide CVA calculations to meet regulatory compliance needs. The bank required accurate, near real-time credit risk valuations for this challenge.
The solution implemented by Numerix leverages its CrossAsset analytics and a high-performance CVA Monte Carlo engine. This provides a flexible and transparent system for CVA and potential future exposure, enabling pbb Deutsche Pfandbriefbank to perform real-time calculation of CVA per counterparty across the entire firm.
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