Presented at 17th Annual GARP Risk Management Conference | March 2016

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:

  • Aggregation & Risk Mitigation
  • Analytical Calculation Approaches
  • Drivers of XVA Adoption

 

Numerix Presenter Bio:

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.

Download Slides

Complete the form below to download this slide deck from Dr. Masch's March 2016 GARP Risk Management Conference presentation.

Select Form: 

Form #4: Conference Presentation

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

* Required fields
newsletter issue - Jul 14, 2020

Thinking Derivatively – July 2020 Newsletter

on-demand webinar

Capitalizing on Market Change: The Rapid Evolution of the Structured Product Market

on-demand webinar - Jul 1, 2020

Numerix and CubeLogic On-Demand Webinar | Risk Management Post COVID-19: Lessons Learned So Far

white paper

White paper | Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition

newsletter issue - Jun 10, 2020

Thinking Derivatively – June 2020 Newsletter

white paper

White paper | The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19

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: Fallback Curve Analysis

newsletter issue - Mar 11, 2020

Thinking Derivatively – March 2020 Newsletter

product

Oneview for Capital

white paper

White paper | The Capital Markets 2020: In the Eye of Two Storms

newsletter issue - Jan 29, 2020

Thinking Derivatively – January/February 2020 Newsletter