EverixEverix

XVA · CVA / DVA / FVA / MVA / KVA / LVA

XVA that tells you
why it moved.

Robust Monte Carlo XVA with automatic attribution, what-if analysis, and a consolidated view of counterparty and funding charges — on-premises or in the Cloud.

app.everix.io/risk/xva
Risk Analysis
xVA_MANUAL
Data
Portfolio
Market Data
Static Data
Storage
Risk Analysis: xVA_MANUAL
CREATE WHAT-IFOPERATIONS (0×2✓48)
IdCVADVAFVA
Portfolio426,358-211,50884,210
P: ENTITY212,708-6,1402,180
CP: BANK22,124-978340
CP: BANK13824-322108
CP: BANK6242-10831
CP: BANK1433-124
Profiles (CP: BANK13)
EPE
ECE
EMTM
CVA
DVA
FVA
LVA
MVA
KVA

Full Coverage

From model to metric — complete pipeline

Every step from calibration to aggregation runs on distributed infrastructure. No black boxes — drill down to deal and leg level on any metric.

Monte Carlo Pipeline

Hybrid Monte Carlo engine with correlated diffusion across all risk factors — IR, FX, credit spreads, equity. Native pricing models or plug in your own library. Calibrated per CSA for accurate collateral discounting.

Expected Positive Exposure — CP: BANK13

EPE Peak
112k @ 4Y
Horizon
20 Years
Simulations
5,000 paths
Full correlationsCross-asset coverageCSA bespoke calibrationPluggable pricersRWA / SA-CCR exposure

Collateral Management

Collateral Set Agreement UI — ISDA CSA configuration
  • MTA, MPOR, rounding, IM
  • Multiple CSA discounts
  • Cheapest-to-deliver
  • Collateral asymmetry
  • Break clauses

Cross-Asset Pricing

IR
Rates & Swaps
FX
FX Options & Fwds
CO
Commodity Fwds
  • Bermudan, barrier, exotic payoffs
  • Native pricers or your library
  • Forward pricing & diffusion

Around XVA

HVaR

XVA Historical VaR

Apply historical simulation directly to XVA — assess how your CVA/DVA/FVA would have moved under past market regimes. Stress-test your counterparty exposure book the same way you do market risk.

  • Scenario-driven XVA revaluation
  • Percentile & tail risk metrics
  • Benchmark against ISDA SIMM HVaR
Δ Greeks

Sensitivities & Hedging

Compute XVA delta, gamma, and vega across all risk factors — IR, FX, credit spreads, and volatilities. Use to construct hedging portfolios that offset your XVA P&L exposure.

  • IR, FX, credit & vol sensitivities
  • Marginal XVA per hedge instrument
  • Integrate with your front-office hedging flow
∑ Deal

Reallocation to Deals

Each deal's marginal contribution to portfolio CVA, DVA, and FVA is computed and visible at deal and leg level — enabling accurate front-office charge attribution and pricing of new trades.

  • Drill down to deal and leg level
  • Marginal XVA for pre-trade pricing
  • Allocation across netting sets

XVA Explain

Automatic attribution.
Every day, every move.

When your CVA moves overnight, Everix decomposes the change into orthogonal factors — so you know exactly how much came from new trades, market moves, collateral adjustments, or configuration changes.

StockTrade additions, removals, maturities
MarketIR, FX, volatility surface shifts
StaticCSA changes, discount curve updates
TimeDaily theta — time value decay
ConfigPricer or diffusion model changes
Orthogonal effectsCumulative viewCSV export
XVA Explain — 2024-01-18 → 2024-01-19
FactorΔ CVA (EUR)Detail
Stock+214,380New trade BANK7 added
Market−89,140EUR/USD vol surface shift
Time−31,050Daily theta decay
Static+12,670CSA threshold adjustment
Config+4,100Diffusion model param update
Total+111,960Net CVA movement

Advanced Scenarios

What-if on everything.

Change any input — trades, market data, or collateral terms — and see the XVA impact on the fly. Run from the UI or via the REST API from your front-office system.

Pre-trade

Trade What-If

  • Novation impact
  • Partial unwind
  • New trade incremental
  • Full portfolio unwind
On-the-fly

Market Data

  • IR curve bumps
  • Volatility surface shift
  • FX spot move
  • Credit spread stress
Collateral

CSA Changes

  • Threshold adjustment
  • MTA change
  • Discount curve switch
  • Collateral currency
Stress

Custom Scenarios

  • Combine any changes
  • Regulatory stress sets
  • Historical scenarios
  • Save & replay

How It Runs

Distributed.
Cloud-native.
No vendor lock-in.

The Everix XVA engine runs on automatically deployed infrastructure — on-premises, your cloud provider, or our cloud. The same pipeline works on a single server for smaller books.

ETLFlexible connectors to your trade and market data feeds
DiffuseCorrelated Monte Carlo diffusion of all risk factors
Price MCDistributed MC pricing — parallel across paths and trades
AggregateRix aggregation engine computes CVA/DVA/FVA/KVA in one pass
FRONT-OFFICE DATA📋Deals🏛Ref Data📈Market DataEverix EngineCloud · On-Premises · Single ServerETLDiffusePrice MCAggregateRix EngineMETRICSRWACVADVAFVALVA·MVAKVACONSUMEUI / ReportsREST APIAnsible deployment · Docker · Cloud-agnostic

Consolidated View

All charges in one place.

See XVA, Initial Margin, SA-CCR, and liquidity costs side-by-side. Marginal and forward versions of almost all metrics available. Export to CSV at any hierarchy level.

XVAIM / SIMMSA-CCRLVA / LiquidityForward metricsCSV export
Consolidated Charges — Portfolio · EUR · As of 2024-01-19
ChargeAmount (EUR)vs Prior Day
CVA426,357+214k
DVA−211,508−41k
FVA84,210+12k
IM1,204,000+8k
SA-CCR2,841,500−65k
LVA31,880+3k

Related Solutions

SA-CCR

Standardised Approach for Counterparty Credit Risk — marginal, forward, pre-trade impact.

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ISDA SIMM™

ISDA-certified Initial Margin calculator with backtesting, what-if, and IM forward.

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IFR / IFD

EU/UK capital requirements for investment firms — K-factors, own funds, and regulatory reporting.

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Get Started

See XVA in your portfolio.

We'll walk you through the platform with a real use case, listen to your setup, and tell you honestly if Everix is the right fit.

[email protected]