The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by regulatory and profitability demands, the increasing need for more information and wider-reaching risk analytics is creating the necessity for more compute power—which is paving the way for greater operational efficiency. From liquidity management to the growing scope of stress testing requirements and overlapping responsibilities across the enterprise, market practitioners are increasingly asking themselves: What now? What’s next?

In this research paper, Satyam Kancharla, Chief Strategy Officer at Numerix, discusses how and why using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making. He explores how integrating risk, collateral and capital costs into the front-office opens the gateway for real efficiencies to be created within a derivatives operation.

Highlights of the paper include:

  • Evolution of the XVA Valuation Framework
  • Economic Value Added (EVA) and Trade Profitability
  • Navigating Margin Valuation Adjustment (MVA) & Capital Valuation Adjustment (KVA)
  • Integrated Analytics and Real-time Risk
  • Looking ahead: Evolving Regulations and Risk Analytics

Complete the form to the right to download this complimentary whitepaper, “Bringing Real-time Risk into the Decision-making Process.”

Author Biography

Satyam Kancharla, Chief Strategy Officer & Senior Vice President, Client Solutions Group, Numerix LLC

Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.

Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.
He holds an MBA degree from New York University’s Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BSc in Mathematics and Computers from the University of Mumbai.

Download White Paper

Complete the form below to download this complimentary white paper.

Select Form: 

Form #5: Research

Keep me informed of future research from Numerix:

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

* Required fields
live webinar

Webinar | Taking XVAs to the Next Level: Technology and XVAs State of Play

on-demand webinar

On-Demand Webinar | Transformational Trends in Electronic Trading: Adapting to Change and Seizing...

conference

SRP Americas Conference 2019

solution webinar

Taking Quantitative Analytics Beyond the Spreadsheet

analyst report

Aite: XVA in 2019: Valuations’ Generation X

white paper

The Availability of New Technologies and a Renewed Focus on Digital

white paper

The Impact of LIBOR's Phaseout on Technology

conference

QuantMinds International 2019

product

CrossAsset for the LIBOR Transition - Cutting-Edge Multi-Curve Framework Built for Navigating the...

conference presentation

LIBOR Alternative Rates, Technology, and Risk: Understanding and Managing the Challenges

white paper

React, Adapt and Enact: The Catalysts to Capital Markets Transformation

press release - Feb 13, 2019

Numerix Wins Best Risk Management Technology Provider in HFM US Hedge Fund Technology Awards 2019