Agreement Manager

CSA Valuations

Understand and manage the impact of contractual CSA changes.

Discover how changes in CSA parameters drive valuation changes

Fair value changes resulting from contractual renegotiations can amount to millions of dollars. Our experts help you to understand the value drivers of CSA valuation, providing a competitive advantage during renegotiations.

CSA Valuations made simple

CSA Valuations analyses the potential financial impact of contractual changes in CSAs for the relevant underlying portfolios. Client CSAs and trade data is taken as an input and generates an impact analysis on netting set valuations, exposures and key valuation adjustments.

By leveraging our proven track record and expertise in the field, the service delivers valuable business insights into valuation changes, while minimizing or altogether eliminating the need to redirect expensive internal resources to design methodologies and set up a tailored process in-house.

Features & benefits

Bring clarity to CSA valuations driven by changes in your agreements

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Utilise a proven, robust technology and cutting-edge valuation methodology

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Validate internal impact analysis and processes, or utilise for primary valuation

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Supports a broad range of products, both complex and simple

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Tailored analysis of results, including value adjustments for FVA, KVA, and MVA

Driving the derivatives industry forward

We offer more than just CSA Valuations. Find out how we can streamline your portfolio.

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