The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of new challenges and questions surrounding derivatives valuation adjustments, and it hasn’t stopped. Currently, U.S. and European regulators are reviewing banking regulations with intents to potentially abandon some, amend others, and impose new ones. This is just adding to the complexity and hard-to-predict journey of XVA.

In its July 2017 Special Report, Risk Magazine addresses some of the key XVA-related issues and developments affecting the derivatives market. Topics include, among others, the controversy over Europe’s capital exemption for CVA; how XVA and other post-crisis factors have influenced the specific skills employers look for in quants; and a proposal for a consistent framework to develop and backtest forecasting models for initial margin.

Amid the reports highlights, Numerix’s Dennis Sadak, Senior Vice President and Head of Risk, is featured as a Q&A panelist where he shares his expert views on XVA challenges and how technological developments look to address some of them.

The report includes the following articles:

  • Quants head for the shop floor, Louie Woodall, Risk.net
  • Article 104: A looming headache for corporates, Catherine Contiguglia and Nazneen Sherif, Risk.net
  • Q&A: XVA reaches far and wide, Featuring Numerix SVP, Dennis Sadak
  • Cutting Edge Article: A sound modelling and backtesting framework for forecasting initial margin requirements

Download Report

Complete the form below to download this complimentary Report.

Select Form: 

Form #3: Analyst Report

Sign me up to receive "Derivative Insights & Innovations" monthly newsletter by Numerix:

* Required fields
written blog

New Forces Impacting E-Trading of OTC Derivatives

analyst report

SRP Structured Products Platform Report 2018 - Numerix

newsletter issue - Apr 11, 2018

Thinking Derivatively

conference

Risk Japan 2018

video blog

Data, Product Innovation, and Trading Desk Skills: Where Are They All Going?

conference, industry conference

GPU Technology Conference

written blog

The Top LIBOR Developments You Need to Know

white paper

MiFID II and Real-Time Technology Fortify Electronic Trading in OTC Markets

conference presentation

The End of Libor - What Happens Next?

press release - Feb 28, 2018

Numerix Oneview Named Best Trading and Execution Platform in the Asian Private Banker Technology...

conference

QuantMinds International 2018

newsletter issue - Mar 19, 2018

Derivative Insights & Innovations - March 2018 Issue