CSA Valuation Service
Discover how changes in CSA parameters drive valuation changes
Fair value changes resulting from contractual renegotiations can amount to millions of dollars. Our experts help you to understand the value drivers of CSA valuation, providing a competitive advantage during renegotiations.
Discover how changes in CSA parameters drive valuation changes
Fair value changes resulting from contractual renegotiations can amount to millions of dollars. Our experts help you to understand the value drivers of CSA valuation, providing a competitive advantage during renegotiations.
The CSA Valuation Service analyzes the potential financial impact of contractual changes in CSAs for the relevant underlying portfolios. Client CSAs and trade data is taken as an input and generates an impact analysis on netting set valuations, exposures and key valuation adjustments.
By leveraging our proven track record and expertise in the field, the service delivers valuable business insights into valuation changes, while minimizing or altogether eliminating the need to redirect expensive internal resources to design methodologies and set up a tailored process in-house.
CSA Valuation made simple
Fair value changes resulting from contractual renegotiations can amount to millions of dollars. Our experts help you to understand the value drivers of CSA valuation, providing a competitive advantage during renegotiations.
The CSA Valuation Service analyzes the potential financial impact of contractual changes in CSAs for the relevant underlying portfolios. Client CSAs and trade data is taken as an input and generates an impact analysis on netting set valuations, exposures and key valuation adjustments.
By leveraging our proven track record and expertise in the field, the service delivers valuable business insights into valuation changes, while minimizing or altogether eliminating the need to redirect expensive internal resources to design methodologies and set up a tailored process in-house.
Utilize a proven, robust technology and cutting-edge valuation methodology
Validate internal impact analyses and processes, or utilize for primary valuation
Supports a broad range of products, both complex and simple
Tailored analysis of results, including value adjustments for FVA, KVA, and MVA
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Bring clarity to CSA valuations driven by changes in your agreements
Utilize a proven, robust technology and cutting-edge valuation methodology
Validate internal impact analyses and processes, or utilize for primary valuation
Supports a broad range of products, both complex and simple
Tailored analysis of results, including value adjustments for FVA, KVA, and MVA
Bring clarity to CSA valuations driven by changes in your agreements
1.
Utilize a proven, robust technology and cutting-edge valuation methodology
2.
Validate internal impact analyses and processes, or utilize for primary valuation
3.
Supports a broad range of products, both complex and simple
4.
Tailored analysis of results, including value adjustments for FVA, KVA, and MVA
5.
6.
Learn more
Driving the derivatives industry as one
We offer more than just CSA Valuation. Find out what Acadia solutions can offer your business and drive it forward across departments.
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