Tag: margin valuation adjustment

TriOptima, a NEX Group (LON:NXG) business which lowers costs and mitigates risk in OTC derivatives markets, announced today that it has added MVA (margin valuation adjustment) analytics to its triCalculate XVA (X-Value Adjustment) service. MVA calculations determine the lifetime costs of posting initial margin as part of the pricing of an OTC derivative. TriOptima is…