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FINANCIAL COMPUTING

Description

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

Product Highlights

Financial Computing Application running on Xilinx® Alveo™ Data Center accelerator cards
  • Applications can deliver hundreds of thousands of calculations per second
  • Application using Alveo™ can calculate Credit Value Adjustment (CVA), Margin Requirements (ISDA SIMM and CME Clearing) but also full derivatives pricing library
  • Ideal for building other Solutions for FRTB, CCR and other scenario analysis in house
Product Highlights

Solution Overview

Calculation enables transition from overnight CVA to pre-trade CVA computations. This solution allow customers make Real-time Assessments of the following:

New transaction pricing

Novations

Restructuring and unwinds

Back-loading to a central counterparty

CSA Changes

Features

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

  • Real Time Risk Computation
  • Competitive Advantage
  • Higher efficiency
Global Innovation Park, CP-07, IMT Manesar,
Sector-8, Gurugram
Email ID: info@vvdntech.com

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Global Innovation Park, CP-07, IMT Manesar,
Sector-8, Gurugram
Email ID: info@vvdntech.com

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