Risk Australia 2010 will offer innovative strategies for portfolio construction and asset allocation for 2010 and beyond, while showcasing constructive and reliable techniques to better manage your risk. Stop by the Numerix booth to hear about our latest offerings
Featured Numerix Presentation:
Stream 1
15:00
Credit Value Adjustment (CVA) – what is the true cost of counterparty credit?
Assessing CVA methodology and evaluating the causes of wide price divergence
Portfolio implications of CVA
Relationship between CVA and cross-asset correlation
Credit vs. profit?
Bilateral vs. unilateral CVA – factoring in default risk
The role of Early Termination Options (ETOs)
Serguei Issakov, Senior Vice President, Quantitative Research and Development
For More Information:
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Risk Australia 2010 will offer innovative strategies for portfolio construction and asset allocation for 2010 and beyond, while showcasing constructive and reliable techniques to better manage your risk. Stop by the Numerix booth to hear about our latest offerings
Featured Numerix Presentation:
Stream 1
15:00
Credit Value Adjustment (CVA) – what is the true cost of counterparty credit?
Serguei Issakov, Senior Vice President, Quantitative Research and Development
For More Information: