More on Valuation Adjustments and XVAs

XVA has been of great interest—and of equally great concern—to OTC derivatives market participants in recent years...
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...
Presented at Risk USA | November 2018
This presentation entitled “Margin Valuation Adjustment: Initial Margin for...
By Satyam Kancharla, Chief Strategy Officer and Senior Vice President, Numerix

Some capital markets pundits say...
Numerix was named a Category Leader in the Chartis Research RiskTech Quadrant® for Front-Office Risk Management (...
Presented at Conferencia sobre el Riesgo de Contraparte | August 2018
Esta breve presentación, titulada "Visión...
Efficient SIMM-MVA Calculations for Callable Exotics
Margin valuation adjustment for callable trades subject to...


XVAs are deeply engrained in the derivatives business today. Whether a financial institution is quantifying them...

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
By Andrew McClelland, Ph.D., Director of Quantitative Research, Numerix
 
In April 2018, ISDA published its latest...

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