More on Valuation Adjustments and XVAs


At this year's Chartis Research RiskTech 100 2019 award ceremony, Numerix CEO Steve O'Hanlon discusses what has...
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...

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