On-Demand Webinar – May 7, 2021

On-Demand Webinar | QuantMinds 2020: Modelling Energy Curves for XVA

QuantMinds International showcases the latest expert thinking on the fundamental topics at the core of quant finance including, volatility and option pricing, interest rate modelling and IBOR, FX and commodities, risk, regulation and liquidity, XVA... Read More

Featured XVA Research & Insights

White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

Download Paper SHARE
White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

Download Paper SHARE
NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
On-Demand Webinar
On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore for XVA: An Advanced XVA Engine & Quant Sandbox...

Register for Webinar SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective,...

Register for On-Demand Webinar SHARE
White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

Download Paper SHARE
On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

Register for On-Demand Webinar SHARE
Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

Register for Webinar SHARE
On-Demand Webinar
Modernizing Risk Management Technology: Has the Game Changed?

How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?

Register for on-demand Webinar SHARE
White Paper
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions and Countries

This white paper uncovers the results of an internal Numerix survey we conducted with our own XVA experts based in...

Download Paper SHARE

More on Valuation Adjustments and XVAs

Comprehensive Risk Management of OTC Derivatives: A Tricky Endeavor
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...
Slide Presentation | Global Derivatives 2013 - FVA for General Instruments: Theory and Practice
Presented at Global Derivatives Trading and Risk Management | April 2013
This presentation entitled FVA for...
Slide Presentation | GARP 2013 Derivative Trading Profitability and Risk Measures
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...
Economic Value Adjustment – The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives

In this video blog, Numerix experts discuss the historical context and interconnectivity between OIS discounting...
On-Demand Webinar | A Quantitative Look at FVA - Theory and Implementation
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives

Renowned academic and researcher in the fields of derivatives and risk management, John C. Hull, joins host Jim...
Slide Presentation | RiskUSA 2012 Algorithmic Exposure for Counterparty Risk and CVA Across All Asset Classes
  Presented at RiskUSA | November 2012
This slide presentation from RiskUSA  in November 2012, presented by ...
On-Demand Webinar | Dissecting the FVA Debate
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
Understanding FVA: What’s Changed, What’s Next?
When it comes to complex derivative valuation adjustment computations, market practitioners have primarily been...
On-Demand Webinar | A New Quantitative Approach: Advanced Exposure and CVA for Vanilla and Exotic Instruments
With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are...

Pages