More on Valuation Adjustments and XVAs

PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Pricing and risk management...
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
Waters Technology | April 2017
Numerix, the leader in risk technology today is proud to announce the company’s...
Presented at Global Derivatives | May 2017
This presentation entitled “Algorithmic Differentiation For Callable...

Martin Toyer, Vice President, Numerix
Three technology priorities institutions need adopt to achieve optimal...
Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso
During the 2016 US presidential campaign...

Udi Sela, VP of Business Development at Numerix, is a former FX market maker and one of our resident FX experts...
Presented at Buy-Side Risk Europe | March 2017
This presentation entitled “Portfolio Performance Attribution: Why...
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...

With a flood of regulations and new margin rules, the resurfacing of electronification couldn’t happen any sooner...

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