TriOptima adds MVA calculations to XVA service

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

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 year – although as yet no single approach has won consensus support. The adjustment has proven to be

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