More on Valuation Adjustments and XVAs


A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...
Presented at Global Derivatives Trading and Risk Management | April 2013
This presentation entitled FVA for...
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...

In this video blog, Numerix experts discuss the historical context and interconnectivity between OIS discounting...
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...

Renowned academic and researcher in the fields of derivatives and risk management, John C. Hull, joins host Jim...
  Presented at RiskUSA | November 2012
This slide presentation from RiskUSA  in November 2012, presented by ...
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
When it comes to complex derivative valuation adjustment computations, market practitioners have primarily been...

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