More on Valuation Adjustments and XVAs


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...
With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (...
Capital Valuation Adjustment (KVA) is a recent addition to the family of XVAs, capturing the cost of tying up...

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