XVA Calculator

Advanced free online XVA calculator for finance professionals to compute credit, funding, and valuation adjustments efficiently.

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About This Tool

The XVA Calculator is a powerful online tool designed for financial analysts, traders, and risk managers to accurately calculate valuation adjustments such as CVA, DVA, FVA, and LVA for derivative portfolios.
It supports detailed input parameters including notional amount, market spreads, collateralization, and counterparty specifics, enabling precise risk assessment under various market scenarios.
The calculator employs industry-standard models like CSA agreements and default intensities to provide reliable results. Its user-friendly interface allows easy scenario analysis, detailed breakdowns, and visual charts to understand each component's contribution.
Ideal for professionals involved in OTC derivative valuation, credit risk management, and regulatory compliance. Whether managing a trading desk or performing risk assessments, this tool delivers quick, accurate insights to support decision-making and risk mitigation strategies.

Save your calculation history with a free account

How to Use

Enter the required parameters such as notional, interest rates, and credit spreads.
Set any optional parameters for customized analysis.
Click the 'Calculate' button to view detailed valuation adjustments.
Review the breakdowns, sensitivity analysis, and charts.
Export results or reset inputs for new calculations.

Frequently Asked Questions

Find Quick Answers

What is XVA in finance?

XVA refers to a set of valuation adjustments like CVA (counterparty risk), DVA (own credit risk), FVA (funding costs), and others, used to assess the true value of derivatives considering credit and funding risks.

Who should use an XVA calculator?

Financial analysts, risk managers, traders, and compliance officers use XVA calculators to evaluate counterparty risks, funding costs, and adjust derivative pricing accordingly.

Can I perform scenario analysis?

Yes, the tool allows input of various market scenarios and risk parameters to see how valuation adjustments change under different conditions.

Is this tool suitable for all currencies?

The calculator supports major currencies including USD, EUR, GBP, and JPY, with the option to customize for other regional currencies.

Does it include regulatory compliance features?

It provides standard industry metrics aligned with Basel III and other regulations, assisting compliance and reporting.

Need to run multiple calculations?

Create a free account today to unlock unlimited daily runs, access advanced parameters, save your history, and request custom features.

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