Improve CCAR and Stress Testing capability with the APA methodMoCaX unleashes new capabilities never thought possible before
Current CCAR and Stress Testing programs are causing a “perfect storm” of regulatory demands.
For example, CCAR demands CCAR 9 Quarter Scenarios and Market Shocks analysis.
Large portfolios of OTC derivatives need to be re-priced repeatedly. This causes a most important technology challenge
MoCaX accelerated functions can be stored and re-run as often as needed. In a first run, MoCaX functions can be created and then efficiently stored. In each scenario portfolio valuation, we can use the exisiting accelerated functions; in only a few nanoseconds we can re-price each trade.
Porttfolio re-valuation can be done most efficiently following this method.