More on Valuation Adjustments and XVAs

The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of...
Presented at the Risk Management and Trading Conference | June 2017
This presentation entitled “Implementing CVA...
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation
Pricing and risk management...
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...

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