More on Valuation Adjustments and XVAs

Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets
Risk USA, held from November 8 to November...
Advances in Counterparty Credit Risk Modelling in Energy Markets
At the Risk Australia 2021 virtual event, which...
The word “real time” is used frequently in discussions related to risk management, especially as it pertains to...
Quantitative R&D Innovations Update




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For a few years now we have been living through a paradigm shift in technology, experiencing an era of immense...
A new report produced by the Aite Group, commissioned by Numerix, assesses the overall impact of an unprecedented...
Capital markets firms are acknowledging that the cloud is a catalyst for establishing competitive advantage and...
XVAs are increasingly becoming more engrained in derivatives practices across the globe. While the U.S. and Europe...
 


Risk Management Post COVID-19: Lessons Learned So Far
Live Date: Wednesday, July 1, 2020

 
Discussion...
If your institution is captured during one of the final two phases of uncleared margin rules (UMR) for OTC...

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