More on Valuation Adjustments and XVAs

Presented at Japan Insurance Forum | November 2016
This presentation entitled “Real-World Scenarios for Equity and...
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
Presented at Risk Australia Conference | August 2016
This presentation entitled “The Fundamental Review:...

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008...
Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital...
XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability...
Presented at 17th Annual GARP Risk Management Conference | March 2016
This presentation entitled “Current Best...
With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (...

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