More on Valuation Adjustments and XVAs

As derivatives experts have debated XVA pricing and risk adjustments over the past several years, today the...

With regulations such as Dodd-Frank and Basel III being rolled out and implemented in different phases, today’s...
The changing landscape of derivatives trading in recent years has led to shrinking margins, greater volumes and...
Banks are competing more fiercely than ever for derivatives business but now face a litany of other costs...


In this video blog Dennis Sadak, Vice President in the Numerix Client Solutions Group breaks down today’s XVA...
Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...

Watch the Video: Business Remodeling - Rethinking Risk Management & Enterprise Analytics
Adapting to ...
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...

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