Numerix Counterparty RIsk Research & Insights

Efficient SIMM-MVA Calculations for Callable Exotics - See more at: https://www.numerix.com/quantitative-research-...
Presented at the Asia Risk Congress | September 2017
This presentation entitled “Efficient MVA by Backward...
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...
Over the last decade, the banking industry has had to traverse immense change, particularly regulatory changes...
Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA...
FTF News | August 10, 2017 | Eugene Grygo
In this Q&A with FTF News, Numerix CEO Steven O'Hanlon talks with...
The Vol 4. No. 1 Issue of the Numerix Journal, focuses on FRTB (the Fundamental Review of the Trading Book). In...
The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of...
Presented at the Risk Management and Trading Conference | June 2017
This presentation entitled “Implementing CVA...
NUMERIX VANTAGE POINT SERIES
Steven O'Hanlon, President and Chief  Executive Officer of Numerix, discusses what he...

Pages