More on Valuation Adjustments and XVAs

Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing
XVAs are playing a larger role in...
Presented at the QuantMinds americas | September 2019
This presentation entitled “Advances in Tenor Basis Modeling...

MVA: Future IM for client trades and dynamic hedges
New client trades affect banks’ hedging portfolios. This may...
XVAs are playing an increasingly larger role in today’s market, in the sense that there is a greater adoption of...
Presented at the Quant Summit USA | July 2019
This presentation entitled “Advances in Tenor Basis Modeling:...
XVA desks need fast and accurate views into the profitability and risks of their derivative business. In this...
Presented at QuantMinds International | May 2019
This presentation entitled “Advances in Tenor Basis Modeling:...
Taking XVAs to the Next Level: Technology and XVAs State of Play
Front office transformation projects have been a...
In this short animated video, learn about Numerix's new initial margin module utilizing ISDA’s Standard Initial...
The rise in the number of valuation adjustments known as XVAs has coincided with the continuous post-crisis...

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