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.

 

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live webinar

Preparing for the Switch to SOFR Discounting

newsletter issue - Oct 8, 2019

Thinking Derivatively - October 2019 Issue

news - article pdf - Oct 3, 2019

Asia Risk Awards 2019 | XVA solution of the year

on-demand webinar

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

conference presentation

Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration

quantitative research

Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges

newsletter issue - Sep 10, 2019

Thinking Derivatively - September 2019 Issue

white paper

White paper | The Transformative Impacts of the XVA State of Play

press release - Aug 20, 2019

Numerix Named Best Overall Technology Provider in the Sell Side Technology Awards 2019

news - article pdf - Aug 20, 2019

Americas Derivatives Awards 2019 | Data and Analytics Vendor of the Year

live webinar - Sep 12, 2019

Interactive Webinar | Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing

newsletter issue - Aug 12, 2019

Thinking Derivatively - August 2019 Issue