When it comes to XVAs, there is no shortage of topics to discuss. And the narrative is always evolving. Currently, we see the adoption of XVAs moving at different paces across the globe, we see the onset of newer valuation adjustments, such as MVA and KVA, increasing calculation complexity, which leads market participants to look for ways to optimize their valuation solutions, and we also see a growing number of firms beginning to conduct their XVA calculations on the cloud.

To help better understand some of the key challenges, opportunities and trends that are influencing the XVA story today, Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more:

  • The status of the global adoption of XVA measures
  • The adoption and application of adjoint differentiation
  • The optimization of MVA and SIMM sensitivities
  • XVA calculations on the cloud
  • The benefits and capabilities of a managed services solution  

 

 

 

If you experience any difficulties viewing or completing this form, please contact us for help.

on-demand webinar

On-Demand Webinar | Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing