More on Valuation Adjustments and XVAs


Watch the Video: Business Remodeling - Rethinking Risk Management & Enterprise Analytics
Adapting to ...
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...

Watch the Video: Cross-Border Derivatives Regulation - A Checklist for Readiness
Udi Sela, Vice President of the...
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...

Watch the Video: The True Cost of OTC Derivatives Funding - FVA, OIS, and Profitability
The question at the root...
Overnight Index Swap (OIS) discounting and Funding Valuation Adjustment (FVA) have been hot topics in the Over-the...

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