Summer School Master Class | Part II – Two New Lectures: Funding Valuation Adjustment for OTC Derivatives and Derivative Funding Costs, Funding Policy and FVA
Check-out the newest additions to our summer school video series. In these two lectures on Funding Value Adjustment (FVA), Numerix and PRMIA have teamed up to provide hands-on technical instruction related to FVA for OTC derivatives—in addition to an analysis of derivative funding costs. In the first lecture listed above, Ion Mihai, PhD, covers the relationship between OIS and FVA, CSAs and how to calculate FVA. In the other FVA lecture, Moorad Choudhry, author of Principles of Banking and Professor at the Department of Mathematical Sciences at Brunel University, presents a primer on mastering the fundamentals of FVA. Watch both video lectures now.

 

Industry Insights | Avoiding Collateral Surprises: Why Efficient Collateral Management Is Fundamental
This article addresses the challenges that practitioners face in terms of collateral management and optimization. The case studies therein highlight why efficient collateral management is fundamental in the post-crisis world, and identify why cheapest-to-deliver (CTD) collateral can be necessary for profit, effectiveness and liquidity. Read More

 

Case Study | China CITIC Bank
Learn how Numerix enabled China CITIC Bank to price its most complex financial instruments across all asset classes, as well as manage the risk exposures of these products and evaluate all the necessary information for risk management. Read Case Study

 

 

Missed one of our educational, thought leading webinars? Watch the recording on-demand. Each month we'll feature the latest and most popular webinars hosted by Numerix here, or you can visit our full webinar archive to explore more.

 

Model Validation for Derivative Pricing Watch Now

 

Model Risk - Assessment, Regulation, and Best Practices Watch Now

 

Swap Pricing in a Centrally Cleared World Watch Now

 

Stress Testing – Regulatory Nuisance or Indispensable Risk Management Tool? Watch Now<

 

To Hedge or Not to Hedge, That is the Question: Actively Hedging CVA and DVA Watch Now

 

 

Each month we'll feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for this sector.

 

 

On-demand Webinar | Economic Scenario Generation: Advanced Models and Indicators Watch Now