More on Valuation Adjustments and XVAs

Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...

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

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

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