Credit Value Adjustment Calculation Reference Implementation

White Paper

This reference implementation whitepaper discusses the implementation details behind the use of Hazelcast as a cloud-native foundation (public or private) for a cost-effective, “straight-through-processing” credit value adjustment risk calculation system. A combination of in-memory storage, stream processing, and distributed computing serves as a model for a large-scale calculation that involves tens of thousands of CPU cores.

Financial services firms looking to reduce cost while adding capabilities and agility to their risk calculation processes should explore this paper to see how Hazelcast can help.