More on Valuation Adjustments and XVAs

 


Risk Management Post COVID-19: Lessons Learned So Far
Live Date: Wednesday, July 1, 2020

 
Discussion...
If your institution is captured during one of the final two phases of uncleared margin rules (UMR) for OTC...
Any firm that trades uncleared OTC derivatives knows by now that to be compliant with initial margin (IM) rules...
Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape,...
When it comes to XVAs, there is no shortage of topics to discuss. And the narrative is always evolving. Currently...
Numerix Quantitative Leadership Series: Advances in Tenor Basis Modeling: Boundedness, Specification &...
Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing
XVAs are playing a larger role in...
Presented at the QuantMinds americas | September 2019
This presentation entitled “Advances in Tenor Basis Modeling...

MVA: Future IM for client trades and dynamic hedges
New client trades affect banks’ hedging portfolios. This may...
XVAs are playing an increasingly larger role in today’s market, in the sense that there is a greater adoption of...

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