More on Valuation Adjustments and XVAs


In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and Technology at Greenwich Associates about trends in volatility. - See more at: https://www.numerix.com/volatility-focus-should-we-fear-vix#...
Video Blog
pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance. Chosen for its accurate, near real-time credit risk valuations, Numerix XVA/CVA leverages its industry-leading CrossAsset analytics...
Case Study
Financial Times | January 14, 2014 | By Tracy Alloway
The FT Alphaville blog discusses FVA as banks start to account for this adjustment in their banks statements.
In The News
Global Capital | December 12, 2013 | By Hazel Sheffield
Satyam Kancharla of Numerix discusses CVA and DVA calculations, and their role in valuing positions correctly.
In The News

Watch The Video: Modern Approach to Counterparty Credit Risk
Serguei Issakov, Global Head of Quantitative Research at Numerix, joins host and Numerix CMO Jim Jockle, to discuss his recent research on the modern approach to calculating counterparty...
Video Blog
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it comes to computing complex risk and credit exposure calculations for both their exotic and vanilla derivative instruments. Given all we've...
Written Blog
FOW | May 14, 2013 | By Galen Stops
FOW speaks with Numerix about the role of big data and compute in CVA calculation.
In The News
Numerix joined partner Sybase on its webinar panel discussion; preparing for pending rules and regulations and the impact on IT infrastructures. According to Denny Yu, Product Manager of Risk at Numerix, Managing CVA is no longer an EMEA issue;...
Written Blog
With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are faced with challenges when it comes down to computing complex risk and credit exposure calculations for both vanilla and exotic derivative...
On-Demand Webinar
Numerix presents “Stress Testing and Hedging CVA” at PRMIA

 
With Credit Valuation Adjustment (CVA) on the forefront of everybody’s minds, last week Numerix participated at the Professional Risk Managers’ International Association (PRMIA) Montreal...
Written Blog

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