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MX.3
for CVA management

A unique enterprise solution for risk takers, risk managers and CVA desks

Regulatory requirements drive sustained interest in credit and funding valuation adjustments and prompt firms to revisit their policies.

MX.3 provides an innovative response to the typical challenges faced by firms to manage complex calculations in real time with fragmented data and legacy infrastructures.

It supports CVA management in a multi-system environment where traders adjust their prices accurately and firms design their CVA hedging strategies to reduce P&L volatility, jump-to-default risk, or to optimize the cost of regulatory capital.

PROACTIVE AND INTEGRATED xVA MANAGEMENT

Across asset classes and product complexity, MX.3 provides risk takers in real-time with pre-trade incremental CVA/DVA/FVA contributions and identifies the optimal counterparty for execution. Positions are refreshed instantly and xVA fees are automatically transferred to relevant portfolios.

CVA traders can actively manage their desk’s positions online by exploring the distribution of exposures across all scenarios and time horizons, analyzing xVA and sensitivities to each of the underlying risk factors, or simulating credit data or legal agreement changes. MX.3 manages CVA, DVA and FVA for financial statements, in accordance with fair-value accounting standards, as well as for Basel regulatory reporting.

HIGH PERFORMANCE ANALYTICS

MX.3 delivers these computationally intensive calculations in real-time, leveraging high performance techniques surpassing traditional implementations both in terms of speed and accuracy. The CVA solution benefits from the integrated platform’s precise modeling for trades, credit and collateral data. This avoids approximations frequently used by standard credit simulation engines.

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The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.