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

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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White Paper
White paper | The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...

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White Paper
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful...

This whitepaper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector...

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More on Valuation Adjustments and XVAs

“CVA on 10,000 trades=200 million calculations, 80x more calculations than Historical VaR”
Numerix joined partner Sybase on its webinar panel discussion; preparing for pending rules and regulations and the...
Quantitative Research Paper | Algorithmic Exposure and CVA for Exotic Derivatives
Download this Complimentary Numerix Quantitative Research Paper
In this article, we develop the algorithmic...
CVA changes everything we know about derivatives valuation
Numerix presents “Stress Testing and Hedging CVA” at PRMIA

 
With Credit Valuation Adjustment (CVA) on the...
Modeling Wrong Way Risk in CVA for Traders and Risk Managers
With traders and risk managers still facing many challenges and unanswered questions when it comes to Basel III...
Modeling Wrong Way Risk in CVA for Quantitative Analysts
As market participants continue to evolve their trading and risk management practices, improving the ability to...
Slide Presentation | 2011 Risk and CVA for Exotic Derivatives: The Universal Modeling
Download Numerix Slide Presentation
Presented at Quant Congress USA | July 2011
At the 9th annual Quant Congress...

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