bbva.

Speeding up Monte Carlo simulations, powered by Orquestra®

BBVA and Zapata AI demonstrated a potential speedup for Monte Carlo simulations used for credit valuation adjustments (CVA) and derivative pricing.

Our work together

Quantum algorithm for credit valuation adjustments

Read the paper here

 

 

“Improving the performance of these calculations in realistic settings will have a direct impact on the technological resources and costs required for financial risk management

– Quantitative & Business Solutions Team Lead, BBVA Mexico