- Country: Singapore
- Summary: XVA Verification for Financial Reporting
- SGT Ref No: 53016189
- Deadline: 28 May 2021
- Financier:
- Purchaser Ownership: Government
- Tender Value: Refer Document
- Notice Type: Tender
- Document Ref. No.: RFP 21-0429
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- Description:
- Request for proposals are invited for XVA Verification for Financial Reporting. The World Bank (“WB”) has replaced its valuation platform for bonds and derivatives in the capital markets line of business to Numerix Oneview. The Valuation & Analytics team of the WB seeks to engage a vendor to perform the XVA verification in Numerix-Oneview (OV) & Numerix-Template Studio (TS) as per the scope and deliverable defined below. The areas in scope for XVA verification are hybrid model set-up (calibration and risk factor generation), trade payoff exposure generation, netting set and counterparty configuration and set-up, aggregation and netting of exposure, collateral adjustment (as per CSA terms), XVA computation, model documentation, sensitivity analysis, compilation and presentation of results. In this phase, CVA, DVA and FVA (jointly called XVA) for the entire portfolio of migrated trades in Oneview will be calculated and also it needs to be verified.
- Documents:
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CLICK HERE TO LOGINXVA Verification for Financial Reporting - Singapore Tender
The WORLD BANK (“WB”), a Government sector organization in Singapore, has announced a new tender for XVA Verification for Financial Reporting. This tender is published on SingaporeTenders under SGT Ref No: 53016189 and is categorized as a Tender. Interested and eligible suppliers are invited to participate by reviewing the tender documents and submitting their bids before the deadline on 2021-05-28.
The estimated tender value is Refer Document, and full details, including technical specifications and submission requirements, are provided in the official tender documents. Ensure all submissions meet the criteria outlined to be considered for evaluation.
