More on Valuation Adjustments and XVAs

Capital markets institutions are faced with a challenging balancing act: utilizing new technologies for growth,...
XVA desks need fast and accurate views into the profitability and risks of their derivative business. In this...
Presented at QuantMinds International | May 2019
This presentation entitled “Advances in Tenor Basis Modeling:...
Taking XVAs to the Next Level: Technology and XVAs State of Play
Front office transformation projects have been a...
The rise in the number of valuation adjustments known as XVAs has coincided with the continuous post-crisis...
There are numerous catalysts driving a massive transformation of the capital markets industry, and these same...
MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges
From the perspective of trading economics...

At this year's Chartis Research RiskTech 100 2019 award ceremony, Numerix CEO Steve O'Hanlon discusses what has...
XVA has been of great interest—and of equally great concern—to OTC derivatives market participants in recent years...
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...

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