This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the OTC derivatives marketplace today, such as the complications of XVA adoption, the impact of regulatory drivers, the complexity of pricing and risk calculations, the radical changes presented by new technologies, and the elusive capturing of profitability.

Among the report’s key highlights is a feature article contributed by Numerix expert Satyam Kancharla, in which he weighs in on the transformational effect valuation methodologies are having on the derivatives industry, how firms have reacted to and tackled regulatory forces to meet new market requirements, and the role of the XVA desk.

"Correctly managing XVAs on a siloed basis is next to impossible, which is the reason for XVA desks. It is important to have a unified framework for collecting data and running calculations." -S. Kancharla, Numerix

Mr. Kancharla also participates in an XVA forum, where he joins a panel of other industry thought leaders to discuss XVA best practices and other top-of-mind issues.

 

Download Report

Complete the form below to download this complimentary Report.

Select Form: 

Form #3: Analyst Report

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
product

Oneview for the LIBOR Transition - Accelerate Your Firm’s LIBOR Transition Using Artificial...

on-demand webinar

The LIBOR Transition: A Risk Management Stress Event

press release - Jun 15, 2020

Ted Pendleton Eyes Acquisitions and New Growth Initiatives as Numerix’s Latest Industry Hire

newsletter issue - Jun 10, 2020

Thinking Derivatively – June 2020 Newsletter

on-demand webinar

Preparándonos para un mundo sin la tasa Libor

newsletter issue - May 13, 2020

Thinking Derivatively – May 2020 Newsletter

on-demand webinar

The Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python

fast track course

Content Collection | Numerix MasterClass: LIBOR Reform

news - article pdf - Apr 24, 2020

Women in Technology and Data Awards 2020: Vendor professional of the year (trading and risk) |...

on-demand webinar

The LIBOR Transition: Impact of SOFR Switch on Swaptions

newsletter issue - Apr 15, 2020

Thinking Derivatively - April 2020 Issue

on-demand webinar

The LIBOR Transition: Fallback Curve Analysis