Case Study
Large European Bank Opts for F3, Enhancing CVA Accuracy and Flexibility
Large European Bank Opts for F3, Enhancing CVA Accuracy and Flexibility Highlights Client Large European Bank Business objectives • Optimize balance sheet usage • Minimize regulatory capital requirements Requirements A flexible valuation and risk solution which can accurately and rapidly price CVA and wrong way risk for a portfolio of over $100 billion USD FINCAD solution F3 Excel Edition and F3 Platform FINCAD features • Rapid CVA pricing