More on Valuation Adjustments and XVAs

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...
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...

XVA, in the simplest terms, is about capturing the costs of running an OTC derivatives operation. However, it is...

                        
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...

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