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

Risk Magazine July 2017 Special Report | XVA
The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of...
Slide Presentation | Risk Management and Trading Conference 2017 – Implementing CVA / XVA - Best Practices and Technology Innovations
Presented at the Risk Management and Trading Conference | June 2017
This presentation entitled “Implementing CVA...
On-Demand Webinar | PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Pricing and risk management...
Slide Presentation | Global Derivatives 2017 – Algorithmic Differentiation For Callable Exotics: PV & XVA
Presented at Global Derivatives | May 2017
This presentation entitled “Algorithmic Differentiation For Callable...
FRTB: The Technology Considerations and What You Need to Know
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...
Slide Presentation | Japan Insurance Forum 2016 – Real-World Scenarios for Equity and Foreign Exchange Processes
Presented at Japan Insurance Forum | November 2016
This presentation entitled “Real-World Scenarios for Equity and...
Impact Report | XVA and Risk Transformation: Establishing the Data Fundamentals
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
Slide Presentation | Risk Australia 2016 – The Fundamental Review: Implications and Challenges
Presented at Risk Australia Conference | August 2016
This presentation entitled “The Fundamental Review:...
FRTB Market Risk Capital Fundamentals Explained

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
On-Demand Webinar | The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...

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