More on Valuation Adjustments and XVAs


Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset...
pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory...
OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to...
Kerius Finance integrated Numerix CrossAsset into its proprietary platform for risk analysis, customized reporting...
Numerix provided HDFC Bank with the only third-party risk management solution flexible and scalable enough to meet...
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In this article Dushyant Shahrawat, CFA ...
In our recent discussions on XVA trends we’ve explored the concepts of Trade EVA and best practices for...
The question at the root of any OTC derivatives’ trading decision process, “Is this trade profitable?,” may at its...
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...

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