Case Study: Piraeus Bank achieves streamlined XVA risk management with Quantifi

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank, Greece’s largest bank by assets, needed to modernize its risk infrastructure to improve interoperability across core systems, align front, middle, and back office functions, and reduce operational inefficiencies while meeting stringent regulatory requirements. To address these challenges, Piraeus Bank selected Quantifi’s XVA risk technology as a single solution within its existing environment.

Quantifi implemented its next-generation risk, analytics, and reporting platform through a well-defined integration process with Piraeus Bank’s complex system landscape. The result was a flexible, high-performance solution that supports computationally intense XVA calculations, including PFE, VaR, wrong-way risk, stress testing, and sensitivities, while enabling automated, controlled processes and more effective risk reporting across the bank.

Piraeus Bank

Christos Arvanitis

Head of Middle Office and Valuations Department