Presented at Conferencia sobre el Riesgo de Contraparte | August 2018

Esta breve presentación, titulada "Visión Global" fue dado por Augusto Carvalho, Director de ingeniería de ventas Latinoamericanas de Numerix, como introducción del taller sobre el Riesgo de Contraparte en la Ciudad de México el 18 de Agosto.

La presentación se enfoca en:

  • Evolución de los métodos de valoración de derivados
  • XVA como una forma más general para valorar derivativos
  • Retos de una implementación de XVA
  • Perspectiva y prioridades para los cálculos de XVA

 

English Translation:

This brief presentation, entitled "Global Vision" was given by Augusto Carvalho, Director of Latin American Sales Engineering at Numerix, as an introduction to the event on Counterparty Risk in Mexico City on August 18.

The presentation addresses:

  • Evolution of valuation methods of derivatives
  • XVA as a more general way to price derivatives
  • Challenges of XVA implementation
  • Perspective and priorities for XVA calculations

This presentation was made in Spanish for a Spanish speaking audience and slides are not translated.

Numerix Presenter Bio:

Augusto Carvalho, Director of Latin American Sales Engineering, Numerix

Augusto Carvalho has been working with derivatives for nearly 15 years. Since 2014, he has been working with Numerix as a Solution Specialist focusing on Market and Credit Counterparty Risk for Latam and more recently in the Southeastern United States.

Prior to Numerix, his experience includes the modeling of credit derivatives for an investment bank in Milan, credit risk management for a pioneering mobile payment start-up, and R & D pricing in the derivatives market in Brazil . He has a master's degree in theoretical physics and complex systems and applications to risk management, and has extensive experience in derivatives price conferences at universities and financial education centers in Brazil.

Download Slides

Complete the form below to download this slide deck from Augusto Carvalho's August 2018 Conferencia sobre el Riesgo de Contraparte presentation.

Select Form: 

Form #4: Conference Presentation

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
journal issue

Numerix Journal Vol. 9, No. 1

on-demand webinar

Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

on-demand webinar

Risk.net On-Demand Webinar | Tech Revolution: Equipping Institutions For Risk and Regulatory...

on-demand webinar

On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

on-demand webinar

On-Demand Solution Webinar | PnL Explain: Strategic Trading Book Insights for Traders, Risk...

on-demand webinar

On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an...

press release - Sep 28, 2023

Recipient of $20,000 Women in Finance Scholarship Announced

press release - Sep 27, 2023

Numerix Makes Big Debut on the Chartis Energy50 2023 List

press release - Jun 21, 2023

Numerix Accepting Applications for Women in Finance Scholarship

press release - Aug 2, 2023

Numerix Acquires PolyPaths, Expanding Market Expertise in Structured Finance & Fixed Income

on-demand webinar

Risk.net On-Demand Webinar | Cloud Control: Optimising Cloud for Risk Management Gains

conference

Bond Pricing Institute (BPI) Annual Conference