More on Valuation Adjustments and XVAs

Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...

Watch the Video: Cross-Border Derivatives Regulation - A Checklist for Readiness
Udi Sela, Vice President of the...
The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding...

Watch the Video: The True Cost of OTC Derivatives Funding - FVA, OIS, and Profitability
The question at the root...
Overnight Index Swap (OIS) discounting and Funding Valuation Adjustment (FVA) have been hot topics in the Over-the...

Watch the Video: The Tale of the Unclearable Trade
A new report authored by E. Paul Rowady Jr., Senior Capital...

Watch the video: FVA in Practice – Taking Classical Theory Further
Dr. Serguei Issakov, SVP & Global Head of...

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