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

NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
On-Demand Webinar
On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore for XVA: An Advanced XVA Engine & Quant Sandbox...

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On-Demand Webinar
Risk.net On-Demand Webinar | XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective,...

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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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More on Valuation Adjustments and XVAs

Slide Presentation | Margin Value Adjustment and Adjoint Differentiation
Presented at Risk Japan | June 2018
This presentation entitled “Margin Value Adjustment and Adjoint...
Putting Quantitative Innovation into Focus for XVAs


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Slide Presentation | QuantMinds- AD-on-LSMC for MVA and CVA Greeks
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
Pathwise XVA Greeks
Risk Magazine Cutting Edge Article | Pathwise XVA Greeks for Early Exercise Products
Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...
Slide Presentation | NEXT 2017 - Update on SIMM and Margining
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
Slide Presentation | The 13th Fixed Income Conference - Efficient MVA by Backward Differentiation
Presented at The 13th Fixed Income Conference | October 2017
This presentation entitled “Efficient MVA by Backward...
On-Demand Webinar | The xVA Transformation: Market Perspectives and Best Practices
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
Impact Report | Aite - Risk System Replacement Pitfalls and Lessons Learned: The CRO Perspective
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
Quantitative Research Paper | Efficient SIMM-MVA Calculations for Callable Exotics
Efficient SIMM-MVA Calculations for Callable Exotics - See more at: https://www.numerix.com/quantitative-research-...
Slide Presentation | Asia Risk Congress 2017 - Efficient MVA by Backward Differentiation
Presented at the Asia Risk Congress | September 2017
This presentation entitled “Efficient MVA by Backward...

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