Case Study: Helaba enhances counterparty risk management with Quantifi

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of Germany’s leading banks, needed a more integrated way to manage counterparty risk and meet IFRS 13 requirements across a large portfolio of plain vanilla and exotic trades. After finding that fragmented in-house and point solutions were too complex and limited, Helaba turned to Quantifi for a single solution for XVA and counterparty risk management.

Quantifi implemented its platform to provide enterprise-wide XVA calculations, consistent analytics, sensitivities, scenarios, and daily XVA explain at trade level, along with incremental XVA and trade profitability analysis for the front office. The solution was delivered on time and within budget, fully integrated into Helaba’s processes and systems, giving the bank a more powerful, scalable, and performant XVA capability.

Helaba

Volker Wittermann

Head of Credit Products & Bonds, Risk Control