More on Valuation Adjustments and XVAs

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...
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
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...
Presented at the Buy-side Risk USA Conference | June 2017
This presentation entitled “Multi Asset Class Portfolio...
Numerix, the leader in risk technology today is proud to announce it’s been named the recipient of two awards in...

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