More on Valuation Adjustments and XVAs

Presented at Global Derivatives | May 2017
This presentation entitled “Algorithmic Differentiation For Callable...
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...
Presented at Japan Insurance Forum | November 2016
This presentation entitled “Real-World Scenarios for Equity and...
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
Presented at Risk Australia Conference | August 2016
This presentation entitled “The Fundamental Review:...

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008...
Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital...
XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability...

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