More on Valuation Adjustments and XVAs

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...

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
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...

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