Quantifiable

Security strategy resolves competition, heresthetic strategy frames it, and macro strategy shapes its emergence. Misalignment among these strategies, revealed through data, exposes critical vulnerabilities. Addressing these failure points, Quantifiable safeguards your stability.

In cryptomonetary infrastructure, security is more than just technical—it’s about navigating regulatory, jurisdictional, and political risks. A security strategy supports active compliance, mitigates regulatory shifts, and protects assets. By combining technology with a strong security strategy, we drive transparency, resilience, and global growth.

Quantifiable advances the data economy by acquiring, restructuring, and optimizing data assets. We leverage permissioned blockchains to govern data securely, while using permissionless blockchains to facilitate liquidity for shared data resources. This dual approach helps unlock greater value from your data and supports scalable, sustainable growth.

The data economy powers tokens. When token stability relies on private data, fees and yields unlock secrets, drive disclosure, and eliminate political risks. Ultimately, the token is fully backed by the data economy. Quantifiable leverages blockchain technology to manage liquidity of common pool data resources.

The power of a particular fact lies in the difference it creates in the validity of outcomes, depending on its availability for valuation. This difference extends to agenda-setting, electioneering, and framing. If a data commons hides a voting paradox, a single fact can shift the outcome. Our science foundation makes it happen for you.

Capital Valuation Adjustment (KVA) adjusts a derivative’s value to reflect the cost of holding capital for regulatory compliance and to cover exposure risk. It captures the ongoing capital commitment throughout the position’s life. Future costs are discounted, accounting for the time value of money.

Margin Valuation Adjustment (MVA) reflects the cost of financing initial and variation margin requirements. Initial margin is the upfront cash covering potential exposure, while variation margin keeps margin levels aligned throughout the trade. As collateral values fluctuate, MVA captures the cost of funding these adjustments.

Collateral Valuation Adjustment (ColVA) adjusts a derivative’s value for counterparty default risk, factoring in the quality and liquidity of collateral. In a perfectly collateralized trade, no adjustment is necessary. The out-of-the-money party posts collateral without earning interest, while the in-the-money party receives collateral and may earn interest.

Funding Valuation Adjustment (FVA) reflects the cost of funding an uncollateralized OTC derivative. For in-the-money positions, the funding cost mirrors the acquirer’s cost of capital. For out-of-the-money positions, the funding benefit arises from reduced exposure, lowering the capital required.

Bilateral Valuation Adjustment (BVA) adjusts a derivative’s value to reflect the credit risk of both counterparties. To ensure fairness, each party’s adjustment must consider both its own risk and the other party’s. If these adjustments don’t align, the trade becomes exposed to counterparty risk — a gap that could result in significant financial loss.