More on Valuation Adjustments and XVAs

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...
Efficient SIMM-MVA Calculations for Callable Exotics - See more at: https://www.numerix.com/quantitative-research-...
Presented at the Asia Risk Congress | September 2017
This presentation entitled “Efficient MVA by Backward...

Pages