More on Valuation Adjustments and XVAs


                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management
For both the sell-side and buy...
Presented at Risk Japan | June 2018
This presentation entitled “Margin Value Adjustment and Adjoint...


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
The structural changes stemming from post-crisis regulation have placed market participants under increasing...
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
Presented at The 13th Fixed Income Conference | October 2017
This presentation entitled “Efficient MVA by Backward...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...

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