XVA SIMULATOR — MONTE CARLO INTEREST RATE SWAP 500 paths · Hull-White model · risk-neutral Q measure ← RIJEKA PLATFORM
SIMULATION INPUTS
Notional $10M
Fixed rate 4.25%
Rate volatility (σ) 70bp
Mean reversion (κ) 0.30
CDS spread 42bp
Recovery rate (R) 40%
Tenor 5Y
CVA OUTPUTS
CVA
credit valuation adjustment
CVA (basis points)
loaded into quoted rate
PEAK EPE
95th pct positive exposure
PEAK EE
expected exposure (CVA driver)
EE — Expected Exposure. Avg of positive MTM across paths. Drives CVA pricing (Q measure).
ENE — Expected Negative Exposure. Avg of negative MTM. Drives DVA.
EPE — 95th percentile positive exposure. Credit limit utilisation (real-world P measure).
CVA FORMULA
CVA = (1R)
   × Σ EE(t)
   × PD(t) × df(t)
PD(t) from CDS via hazard rate:
λ = CDS / (1−R)
PD(t) = 1 − e−λt
SIMULATED SOFR RATE PATHS 500 paths shown (60 visible)
EXPOSURE PROFILES — EE · ENE · EPE derived from all 500 paths · hover for values
LIVE SIMULATION
500 paths · 60 steps