Thinking Derivatively - August 2018 Issue


XVAs in Practice | Charting a Course for
a Successful XVA Program

This new white paper outlines market perspectives and best practices for navigating through an XVA implementation project. We explore the impact of XVA on different business functions, consider the balancing act of measuring, managing and optimizing XVA costs, and detail a modern XVA methodology approach.



MVA Defined | Determining the Full Trade Impact of Initial Margin

In this short video clip, using an exotic swaption as an example, we explain
how initial margin requirements arise from client trades and the hedge trades
they necessitate. For a single trade this means, MVA calculations, covering
the cost of all sources of initial margin, and forecasting and modeling all
sources of IM, for not just the trade, but also its hedges.


Success Factors | Trying to Transform Your Organization? Embrace These Five Principles

Executing transformational change in an organization, such as the implementation of new and innovative technology, is hard to manage and failures along the
way can be costly. This blog, enhanced with video explanations, outlines five critical—and proven—
success factors that can help maximize the chances
of transformational success.


Don’t Forget to Register for NEXT 2018!
October 23rd & 24th – Rye Brook, NY

Numerix NEXT is back featuring expanded breakout sessions! This year’s event will explore XVA trends
and best practices, the latest LIBOR changes, innovations in OTC market making and new technologies helping the buy-side navigate the complexities of derivatives trading, portfolio and risk management.

Upcoming Events and Webinars

August 23rd | Conferencia sobre el Riesgo de Contraparte (CVA) en Mexico | Ciudad de México

August 30th | Hubbis Indian Wealth Management | Mumbai

September 6th - 7th | Swiss Exchange International Structured Products Forum 2018 | Switzerland

September 20th | The 3rd Annual XVA, Risk and Regulation Conference | Frankfurt

Please visit Numerix Events & Webinars for more information.


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