More on Valuation Adjustments and XVAs

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...
Download this Complimentary Special Report from CEB TowerGroup Research
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...

In this video blog Dennis Sadak, Vice President in the Numerix Client Solutions Group breaks down today’s XVA...
Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...

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