More on Valuation Adjustments and XVAs

CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008 financial crisis, Credit Valuation Adjustment (CVA) has become an industry standard practice for pricing counterparty default risk into Over-...
On-Demand Webinar
Download this Complimentary Numerix Quantitative Research Paper
In this article we present an efficient optimization for calculating the exposure and CVA for large portfolios of vanilla swaps. It is based on a “thin-out” procedure applied to fixed...
Quantitative Research
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that the Fundamental Review of the Trading Book’s (FRTB) Market Risk framework is finalized, the next piece of the FRTB puzzle to be...
On-Demand Webinar
  Presented at RiskUSA | November 2012
This slide presentation from RiskUSA  in November 2012, presented by 

Dr. Serguei Issakov at RiskUSA, will address:
Foundation of Monte Carlo simulation of counterparty exposure: hybrid model and American...
Conference Presentation
Download this Complimentary Special Report from CEB TowerGroup Research
In this article Dushyant Shahrawat, CFA Senior Research Director at CEB TowerGroup discusses the trends, perspectives and IT implications for measuring and managing Counterparty...
Analyst Report

Partnership will strengthen Polaris’ Intellect ® Risk and Treasury product With Numerix Risk Analytics for Basel Regulatory Compliance



Chennai (India)/ New York (USA)/ London (UK), February 12, 2013 - Polaris Financial Technology Ltd (POLS.BO),...
Press Release
Waters Technology | January 24, 2013 | By James Rundle
Denny Yu of Numerix discusses CVA bank reporting.
In The News
Waters Buy-Side Technology | January 8, 2013 | By James Rundle
Numerix discusses rise and impact of CVA.
 
In The News

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