XVA Vendor Solutions: The Golden Age

Banks are turning to third-party XVA providers for robust solutions.

Boston, April 24, 2019 – For years, the primary and often stand-alone use of X-valuation adjustments centered around fair value accounting requirements. But this has changed as XVA desks, most prominent in large Tier-1 banks, start to proliferate across lower-tier banks. With regulatory complexity and banks’ goal of producing the most accurate pricing for a derivatives deal driving wider use, is the golden age of XVA upon us?

This report focuses on the various solutions and functionality offered by the risk vendor community in response to the evolution of XVAs. It explores the trends that are driving sales as well as challenges to the space and profiles 10 vendors: Bloomberg, Calypso Technology, Finastra, FIS, IBM, IHS Markit, Murex, Numerix, Quantifi, and TriOptima. It is based on conversations with 10 providers of third-party XVA solutions between September 2018 and March 2019 as well as interviews with 15 Tier-2 and Tier-3 regional and global banks that were conducted between August 2018 and February 2019.

This 63-page Impact Report contains 16 figures and 10 tables. Clients of Aite Group’s Institutional Securities & Investments service can download this report, the corresponding charts, and the Executive Impact Deck.

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