More Resources & Solutions

This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular...
Across the capital markets electronic solutions are being embraced to address not only standardized derivatives...
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR...
Pathwise XVA Greeks
Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR ’s coffin as...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...

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