Financial Industry have been under pressure since last few years to correctly price and manage counterparty risk, funding, collateral and capital in over-the-counter derivatives. This is further complicated by the fact that valuation adjustments are, in general, portfolio level quantities which presents a significant challenge in terms of data and Calculation workload.
These challenges have prompted the need for adaptable hardware acceleration. Financial Computing Application running on Xilinx® Alveo™ Data Center accelerator cards, would supply the necessary performance without requiring customers to significantly alter their existing infrastructure. With Real Time Risk module for pre-trade CVA running on Accelerator Cards brings the capability of real time incremental calculations in order to rapidly price cost and benefits
New transaction pricing
Novations
Restructuring and unwinds
Back-loading to a central counterparty
CSA Changes
Portfolio and trade level analysis in real time
Provide Industry standard Calculations
Pre-trade analysis for large data sets
Solutions on Xilinx Alveo™ Accelerator Card delivers