In this month's issue:

• Video Blog: Global Derivatives 2015 Recap- Adjoint Algorithmic Differentiation to KVA
• Blog: Margin Valuation Adjustment: Newcomer to the "XVA Party"
• On-Demand Master Class Seminar Series: OIS Discounting, XVAs, FVA
• Case Study: Cathay United Bank enhanced operational efficiency and reporting for TMU

This info graphic breaks down the growing list of XVA pricing adjustments impacting derivatives, how XVAs interact, and their relationship to the overall profitability of a derivatives business. View Info Graphic

Numerix Snapshot | Global Derivatives 2015 Recap: 5 Days in 7 Minutes

Numerix Chief Strategy Office, Satyam Kancharla, provides insight into the buzz and breakthroughs from Global Derivatives 2015, including how institutions are leveraging Adjoint Algorithmic Differentiation to optimize risk calculations, and KVA to measure capital impact on futures trade. Watch Now

Is Model Risk Management the Mother of Invention?

Numerix CMO, Jim Jockle reflects on the challenges and opportunities in dealing with Model Risk. In this three minute commentary he asks: "Has the mandate to more closely manage model risk stifled the structured products industry, or pushed it to new heights in terms of innovation?" To get Jim's full perspective watch the video

Emphasis on the Negative: Market Bubble, or the New Normal?

In this video blog, FX Expert Udi Sela asserts that while the low rate environment may not lead to a catastrophic default, inflation is certainly on the horizon. He elaborates on the impact negative rates are having across the European government bond market, and explains what the global financial markets might come to expect in the coming months. Watch Now

Are We There Yet? Derivatives Industry Update on CCR Capital, KVA and Margin Calculation

Dr. Serguei Issakov, SVP of Quantitative Research at Numerix breaks down the final ruling for calculating counterparty credit risk capital. Serguei discusses the standardized approach to the CCR capital requirement, as well as the CVA capital charge as outlined by Basel III. Watch Now

The Introduction of Margin Valuation Adjustment: A Newcomer to the "XVA Party"

From DVA to FVA and even KVA, just when we thought we had it all figured out, we recently found ourselves in a discussion regarding the newest valuation adjustment to join the "XVA party" - MVA (Margin Variation Adjustment). Read Blog

Dealing with Model Risk - Highlights and Perspectives from Greenwich Associates & Numerix Panel Discussion

A recent industry panel discussion led by Numerix CMO Jim Jockle addresses many of the key challenges associated with model risk faced by today's financial market practitioners. So, just where is the prioritization of Model Risk Management these days, and how has it been shifting? Read Blog

The series is a collection of on-demand Master Class video lectures which provide hands-on technical instruction for pressing challenges around OIS discounting, XVA, and FVA. Each program can be watched On-Demand as individual lectures or combined as a set for the virtual conference experience. View Virtual Seminar

Cathay United Bank

Learn more about how Cathay United Bank adopted Numerix Treasurer, designed specifically for TMUs, to differentiate its customer service and enhance its overall operational efficiency and regulatory reporting capabilities. Read Case Study

June 25-27 | IMSFIPS 2015, Rutgers University, New Jersey

July 13-16 | Quant Congress USA, New York City

Aug 20 | Risk Australia, Sydney

October 7-9 | WBS 11th Fixed Income Conference In Paris

For more information about Numerix webinars please visit our Events page.