NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing.

The timely computation and reporting of the various valuation adjustments (XVAs) for OTC derivatives is essential for traders, XVA desks, quants, and risk managers. It requires the forward simulation of multiple risk factors, a high degree of flexibility, and extended scalability and performance.

In this webinar, Brian demos the latest XVA-focused enhancements to Numerix's NxCore product. NxCore is a cloud-based development platform leveraging Numerix’s award-winning pricing and risk analytics, the strength of the Python ecosystem, and the power of the cloud.

Register for our on-demand solution webinar to learn more about this product’s cutting edge XVA functionality, and how its sandbox capabilities can provide a wide variety of benefits to clients.

During this webinar, Brian performs a demo of NxCore with several XVA use cases, where he:

  • Calculates XVA and PFE for a demo portfolio
  • Checks calibration parameters and model distributions
  • Explores different model choices and measure the impact on XVA results
  • Conducts convergence tests
  • Performs XVA stress testing

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