KPMG Selects SunGard’s Adaptiv to Help German Clients with CVA
KMPG Germany has integrated Adaptiv with its proprietary risk-weighted asset (RWA) calculator and created a new framework, IMM-2-Go, to help firms rapidly implement the internal models method and diminish regulatory capital constraints.
"Basel III is pressuring firms to rapidly adopt advanced simulation approaches to calculate measures like RWA and CVA for internal steering of credit risk. SunGard's Adaptiv Analytics can help firms and their clients to quickly respond to these requirements and support efficient management of counterparty exposure and CVA," says Juerg Hunziker, president, trading and risk at SunGard's capital markets business.
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