On-Demand Webinar – May 7, 2021

On-Demand Webinar | QuantMinds 2020: Modelling Energy Curves for XVA

QuantMinds International showcases the latest expert thinking on the fundamental topics at the core of quant finance including, volatility and option pricing, interest rate modelling and IBOR, FX and commodities, risk, regulation and liquidity, XVA... Read More

Featured XVA Research & Insights

White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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On-Demand Webinar
Modernizing Risk Management Technology: Has the Game Changed?

How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?

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White Paper
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions and Countries

This white paper uncovers the results of an internal Numerix survey we conducted with our own XVA experts based in...

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Video Blog
Numerix: Pushing Boundaries to Create Breakthrough Technology

Learn why Numerix is the leading provider of capital markets technology!

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White Paper
White paper | Technology and Human Disruptors Impacting the Capital Markets

In this paper learn how certain technology and human trends are transforming the capital market ecosystem

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White Paper
White paper | The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...

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White Paper
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful...

This whitepaper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector...

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More on Valuation Adjustments and XVAs

On-Demand Webinar | A Quantitative Look at FVA - Theory and Implementation
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives

Renowned academic and researcher in the fields of derivatives and risk management, John C. Hull, joins host Jim...
Slide Presentation | RiskUSA 2012 Algorithmic Exposure for Counterparty Risk and CVA Across All Asset Classes
  Presented at RiskUSA | November 2012
This slide presentation from RiskUSA  in November 2012, presented by ...
On-Demand Webinar | Dissecting the FVA Debate
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
Understanding FVA: What’s Changed, What’s Next?
When it comes to complex derivative valuation adjustment computations, market practitioners have primarily been...
On-Demand Webinar | A New Quantitative Approach: Advanced Exposure and CVA for Vanilla and Exotic Instruments
With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are...
Quantitative Research Paper | Exposure & CVA for Large Portfolios of Vanilla Swaps: The Thin-Out Optimization
Download this Complimentary Numerix Quantitative Research Paper
In this article we present an efficient...
A New Quantitative Approach: Advanced Exposure and CVA for Exotic and Vanilla Instruments
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it...
A Primer on Funding Value Adjustment (FVA)

Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
On-Demand Webinar | Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...

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