On-Demand Webinar – May 7, 2021

On-Demand Webinar | QuantMinds 2020: Modelling Energy Curves for XVA

QuantMinds International showcases the latest expert thinking on the fundamental topics at the core of quant finance including, volatility and option pricing, interest rate modelling and IBOR, FX and commodities, risk, regulation and liquidity, XVA... Read More

Featured XVA Research & Insights

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

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore for XVA: An Advanced XVA Engine & Quant Sandbox...

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On-Demand Webinar
Risk.net On-Demand Webinar | XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective,...

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White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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On-Demand Webinar
Modernizing Risk Management Technology: Has the Game Changed?

How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?

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White Paper
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions and Countries

This white paper uncovers the results of an internal Numerix survey we conducted with our own XVA experts based in...

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Video Blog
Numerix: Pushing Boundaries to Create Breakthrough Technology

Learn why Numerix is the leading provider of capital markets technology!

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White Paper
White paper | Technology and Human Disruptors Impacting the Capital Markets

In this paper learn how certain technology and human trends are transforming the capital market ecosystem

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More on Valuation Adjustments and XVAs

Slide Presentation | GARP 2014 Collateral: Issues, Trends, and Impact on Risk Management
Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
On-Demand Numerix User Webinar | Understanding the American Monte Carlo Approach for Counterparty Credit Exposure Calculations
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
From the Volcker Rule to FVA’s Impact on Trade Profitability: The Challenges We Face

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
White Paper | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
Quantitative Research Paper | Funding Value Adjustment for General Financial Instruments: Theory and Practice
Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...
White Paper | The Numerix Approach to Funding Value Adjustment for General Financial Instruments
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...
Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...
Managing the Valuation Adjustments Challenge

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
Comprehensive Risk Management of OTC Derivatives: A Tricky Endeavor
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...
Slide Presentation | Global Derivatives 2013 - FVA for General Instruments: Theory and Practice
Presented at Global Derivatives Trading and Risk Management | April 2013
This presentation entitled FVA for...

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