Webinar::Quantitative Techniques for CVA Calculations across Multi-Asset Class and Exotic Derivatives Portfolios

As market participants continue to evolve their trading and risk management practices, improving the ability to manage Credit Value Adjustment (CVA) is on the forefront for many institutions. To address these needs, Numerix is hosting a webinar on May 15, 2012 at 10:30am EDT in which Denny Yu will present the different quantitative techniques for CVA calculations across multi-asset class and exotic derivatives portfolios.

Attendees of this hands-on educational CVA event will take away a deeper understanding of:

  • CVA Calculation Techniques for Complex Derivatives Portfolios
  • Future exposure simulation for multi-asset class portfolios using Hybrid Models 
  • American Monte Carlo simulation techniques for CVA calculation of exotic instruments 

This webinar is complimentary, but registration is required as space is limited. 

  

Featured Numerix Speakers:

Denny Yu, Product Manager, NumerixDenny Yu, Product Manager, Numerix
 




Jim Jockle, Senior Vice President, MarketingModerator: Jim Jockle, Senior Vice President, Marketing 


 

Numerix Webinar Series

Quantitative Techniques for CVA Calculations Across
Multi-Asset Class and Exotic Derivatives Portfolios

Register for the webinar:

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