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TriOptima adds MVA calculations to XVA service

Three firms have signed up to use the tool, which calculates MVA across 100,000 scenarios

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TriOptima claims it can calculate MVA in minutes, not hours

Nex Group is aiming to kick-start the practice of pricing in the cost of funding initial margin on non-cleared derivatives trades with the launch of a margin valuation adjustment (MVA) calculator for dealers and buy-side firms.

Large dealers began working on methodologies for calculating the newest derivatives valuation adjustment (XVA) ahead of the roll-out of the non-cleared margin rules last

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