More on Valuation Adjustments and XVAs

By Satyam Kancharla, Chief Strategy Officer and Senior Vice President, Numerix

Some capital markets pundits say...
Numerix was named a Category Leader in the Chartis Research RiskTech Quadrant® for Front-Office Risk Management (...
Presented at Conferencia sobre el Riesgo de Contraparte | August 2018
Esta breve presentación, titulada "Visión...
Efficient SIMM-MVA Calculations for Callable Exotics
Margin valuation adjustment for callable trades subject to...


XVAs are deeply engrained in the derivatives business today. Whether a financial institution is quantifying them...

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
In April 2018, ISDA published its latest Margin Survey, which indicated a significant increase in the amount of...
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...

XVA, in the simplest terms, is about capturing the costs of running an OTC derivatives operation. However, it is...

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...

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