Risk Magazine will be holding its 16th Annual Risk USA Conference – the USA’s premier risk management event for financial institutions. Stop by the Numerix booth to hear about our latest offerings.
Featured Numerix Presentation:
Friday, November 3rd
12:00pm
“One-Step approach to computing Monte Carlo Value-at-Risk and Counterparty Risk across all asset classes and instrument types”
Hybrid model framework for pricing cross-asset deals: joint calibration and accounting for correlations between asset classes
Two approaches to Monte Carlo Value-at-Risk – industry standard brute force approach for liquid instruments and one-step approach for structured products
Counterparty Credit Risk: Potential Future Exposures and Credit Valuation Adjustment
Regulatory capital consequences
Serguei Issakov, Senior Vice President of Quantitative Research and Development, Member of the Committee to Establish the National Institute of Finance
For more information
FREE 30-DAY TRIAL
Schedule a product demonstration or request a free trial to learn about Numerix solutions.
Risk Magazine will be holding its 16th Annual Risk USA Conference – the USA’s premier risk management event for financial institutions. Stop by the Numerix booth to hear about our latest offerings.
Featured Numerix Presentation:
Friday, November 3rd
12:00pm
“One-Step approach to computing Monte Carlo Value-at-Risk and Counterparty Risk across all asset classes and instrument types”
Serguei Issakov, Senior Vice President of Quantitative Research and Development, Member of the Committee to Establish the National Institute of Finance
For more information