Presented at Conferencia sobre el Riesgo de Contraparte | August 2018

Esta breve presentación, titulada "Visión Global" fue dado por Augusto Carvalho, Director de ingeniería de ventas Latinoamericanas de Numerix, como introducción del taller sobre el Riesgo de Contraparte en la Ciudad de México el 18 de Agosto.

La presentación se enfoca en:

  • Evolución de los métodos de valoración de derivados
  • XVA como una forma más general para valorar derivativos
  • Retos de una implementación de XVA
  • Perspectiva y prioridades para los cálculos de XVA

 

English Translation:

This brief presentation, entitled "Global Vision" was given by Augusto Carvalho, Director of Latin American Sales Engineering at Numerix, as an introduction to the event on Counterparty Risk in Mexico City on August 18.

The presentation addresses:

  • Evolution of valuation methods of derivatives
  • XVA as a more general way to price derivatives
  • Challenges of XVA implementation
  • Perspective and priorities for XVA calculations

This presentation was made in Spanish for a Spanish speaking audience and slides are not translated.

Numerix Presenter Bio:

Augusto Carvalho, Director of Latin American Sales Engineering, Numerix

Augusto Carvalho has been working with derivatives for nearly 15 years. Since 2014, he has been working with Numerix as a Solution Specialist focusing on Market and Credit Counterparty Risk for Latam and more recently in the Southeastern United States.

Prior to Numerix, his experience includes the modeling of credit derivatives for an investment bank in Milan, credit risk management for a pioneering mobile payment start-up, and R & D pricing in the derivatives market in Brazil . He has a master's degree in theoretical physics and complex systems and applications to risk management, and has extensive experience in derivatives price conferences at universities and financial education centers in Brazil.

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