Available from Quantifi
Quantifi CVA is an award-winning suite of Excel™ based CVA pricing tools. Advanced semi-analytic models make it the fastest, most sophisticated and comprehensive CVA tool on the market. Best-of-breed CVA pricing models reflect current best practice, helping traders and risk managers correctly price in default correlation, i.e. wrong-way risk between the counterparty and the underlying asset, as well as volatility. Created in Excel™ for flexibility and ease of use, Quantifi CVA can be downloaded and deployed rapidly.