More on Valuation Adjustments and XVAs

Presented at Risk Australia Conference | August 2016
This presentation entitled “The Fundamental Review:...

FRTB and Basel III, like many of the regulatory reforms of recent years, have added new layers of complexity to...

The recent vote on the Brexit has left the global economy with one major question: What Happens Next? In this...
The Reserve Bank of New Zealand (RBNZ) selected the Numerix Oneview enterprise pricing and risk analytics platform...

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008...
Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital...
XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability...
Presented at 17th Annual GARP Risk Management Conference | March 2016
This presentation entitled “Current Best...

Pages