JOIN NUMERIX FOR AN ON-DEMAND WEBINAR
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Why Attend?
Learn how energy market experts are managing the complexities of valuation adjustments and counterparty credit risk modelling in the context of recent energy market volatility. |
Europe’s current energy crisis, coming on the heels of global market volatility caused by the Covid-19 pandemic, has introduced additional complexities to valuation adjustments and counterparty credit risk modelling. Additionally, underdeveloped forward-curve modelling increases the challenges faced by quantitative and risk experts from banks and energy trading firms trying to capture counterparty credit risk, navigate a stressed market, and model and simulate energy markets.
On November 30, 2022, a panel of five industry experts engaged in a lively discussion on the following topics:
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