More on Valuation Adjustments and XVAs

The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...

Watch the Video: The True Cost of OTC Derivatives Funding - FVA, OIS, and Profitability
The question at the root...
Overnight Index Swap (OIS) discounting and Funding Valuation Adjustment (FVA) have been hot topics in the Over-the...

Watch the Video: The Tale of the Unclearable Trade
A new report authored by E. Paul Rowady Jr., Senior Capital...

Watch the video: FVA in Practice – Taking Classical Theory Further
Dr. Serguei Issakov, SVP & Global Head of...
Presented at Global Derivatives Trading and Risk Management | April 2013
This presentation entitled FVA for...

Watch the video: Counterparty Risk Takes Center Stage - Insights from Global Derivatives 2013
Risk took center...

Watch the Video: Accounting for CVA across the Enterprise
Pete Travnicek Regional Sales Director of Numerix joins...
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...
Regulation, financial accounting standards, and market forces continue to pressure banks to accurately and quickly...

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