More on Valuation Adjustments and XVAs

With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are...
Download this Complimentary Numerix Quantitative Research Paper
In this article we present an efficient...
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it...

Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...
Numerix joined partner Sybase on its webinar panel discussion; preparing for pending rules and regulations and the...
Download this Complimentary Numerix Quantitative Research Paper
In this article, we develop the algorithmic...
Numerix presents “Stress Testing and Hedging CVA” at PRMIA

 
With Credit Valuation Adjustment (CVA) on the...
With traders and risk managers still facing many challenges and unanswered questions when it comes to Basel III...
As market participants continue to evolve their trading and risk management practices, improving the ability to...

Pages