More on Valuation Adjustments and XVAs

Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
The structural changes stemming from post-crisis regulation have placed market participants under increasing...
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
Presented at The 13th Fixed Income Conference | October 2017
This presentation entitled “Efficient MVA by Backward...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
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...

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