White Paper Credit Value Adjustment Calculation Reference Architecture White Paper2 Hazelcast | Credit Value Adjustment Calculation Reference Architecture White Paper Credit Value Adjustment Calculation Reference Architecture Introduction This document outlines a new architectural approach to the calculation of financial risk. By leveraging parallelized stream processing that integrates natively with cloud-native caching, execution time can be reduced by eliminating the impedance of intermediate stores between compute grids and reporting engines. A “straight-through processing” approach allows the streaming engine to pipeline the individual calculations into running totals. The result is there is no waiting for the completion of pricing before the commencement of aggregation. In

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