This presentation entitled “Current Best Practices in XVA Calculations” was given by Dr. Victor Masch of Numerix at the 17th Annual GARP Risk Management Conference in New York on March 2nd.
The presentation addresses:
Dr. Victor Masch, Vice President, Global Strategy, Numerix
Victor Masch is Vice President, Global Strategy at Numerix and is currently working on leveraging the company's existing strong analytical and technical foundations to broaden the functionality of the current suite of products and to support continued growth.
Prior to Numerix, Victor worked at AIG for 19 years, in senior roles in Enterprise Risk Management, Finance, and, most recently, as Managing Director in AIG Investments, focusing on risk-adjusted performance measurement and portfolio benchmarking. Prior to working at AIG, Victor worked at Republic New York Corporation, Greenwich Capital Markets, and Bear Stearns. Dr. Masch received AB in Mathematics from Princeton, MS in Operations Research from Stanford, and PhD in Operations Research from Cornell.
Complete the form to the right to download this slide deck from Dr. Masch's March 2016 17th Annual GARP Risk Management Conference presentation.
Complete the form below to download this slide deck from Dr. Masch's March 2016 GARP Risk Management Conference presentation.
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