More on Valuation Adjustments and XVAs

Presented at the Risk Management and Trading Conference | June 2017
This presentation entitled “Implementing CVA...
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Pricing and risk management...
Presented at Global Derivatives | May 2017
This presentation entitled “Algorithmic Differentiation For Callable...
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...

In this video blog, FX Expert Udi Sela and CMO Jim Jockle provide a macroeconomic outlook and global market...
Presented at Japan Insurance Forum | November 2016
This presentation entitled “Real-World Scenarios for Equity and...

In this video blog, Numerix CMO James Jockle sits down with Xenomorph CEO, Brian Sentance, to discuss a new...
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
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...

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