MoCaX helps to handle the re-pricing demand required by FRTBFull revaluation Market Risk analytics is boosted by the APA method
The new regulation for Market Risk FRTB requires banks to calculate the Expected Shorfall of a banks portfolio via full revaluation. The classic sensitivity approach methods are not allowed any more.
Can your organisation handle this added task?
What if you had a way to increase re-pricing speed by several orders of magnitude?
The APA method inside MoCaX increases the speed of pricing functionality by several orders of magnitude with no relevant loss of accuracy.
The solution is as simple as passing your existing and approved pricers through MoCaX, let APA do its job and use these MoCaXed pricing functionality increase re-valuation speed by orders of magnitude.
All this with very limited implementation requirements.