EXPERT INSIGHTS

Exploring the ISDA Standard Initial Margin Model
From the Volcker Rule to FVA's Impact on Trade Profitability: The Challenges We Face in 2014
Business Remodeling: Rethinking Risk Management & Enterprise Analytics
Reconsidering Risk-Models: VaR vs. Expected Shortfall
Counterparty Credit Exposure Benchmarking: Brute Force vs. American Monte Carlo
OCC Due Diligence Guidelines: Maintaining Effective Portfolio Risk Management
FVA in Practice – Taking Classical Theory Further
Strategic Risk Analytics and the Technology Demands of Calculating Counterparty Risk - CEB TowerGroup
Comprehensive Risk Management of OTC Derivatives: A Tricky Endeavor
The Rocky Road Ahead: Achieving a Unified View of Risk
Derivatives Funding Dynamics and SABR Spreads its Wings - A Quantitative Update
Cross-Border Derivatives Regulation - A Checklist for Readiness
The Tale of the Unclearable Trade - Managing Tail Risk with CVA
The Power of In-Memory Analytics for Real-time Risk - Then and Now
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives
Yankee Legend Tommy John, Numerix and Counterparty Credit Risk - The Right Team
The True Cost of OTC Derivatives Funding - FVA, OIS and Profitability
Counterparty Risk Takes Center Stage - Insights from Global Derivatives 2013
Accounting for CVA across the Enterprise
Economic Value Adjustment - The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives
Hybrid Models & Optimization Techniques for Real-Time Counterparty Credit Risk Exposures
Weathering Model Risk: What Tropical Storm Debby Can Teach Financial Institutions
The Evolution of the Risk Manager - Insights from the GARP Convention and the Risk Landscape in the Nordics
Modern Approach to Counterparty Credit Risk
The Intersection of Big Data and Risk Management
Model Validation: Risk Management's First Line of Defense
Understanding FVA: What's Changed, What's Next?
A Primer on Funding Value Adjustment (FVA)
CVA and Derivatives Valuation: What's Changed?
Modeling Wrong Way Risk in CVA for Traders & RMs
Modeling Wrong Way Risk in CVA for Quants

CVA on 10,000 Trades=200 Million Calculations

Risk & CVA for Exotic Derivatives: The Universal Modeling

Thought Leadership Forum on CVA

Bates Model and Cliquet Pricing in Numerix

 

ON-DEMAND WEBINARS & VIDEO SEMINARS

• Front Office Risk & Technology Virtual Seminar - Profitability, Pre-Trade Analytics and the Computing Power Necessary for Real-Time

• 2014 Derivative Risk Management Outlook - Trends, Tensions & Emerging Transformations

• Integrating Risk Into Front Office Pre-Trade Analysis - Practical Ways of bringing Credit, Liquidity, Funding and Regulatory Costs into an integrated Profitability Framework

• Coping with CSA Complexity: The Funding & Risk Implications

• The OIS & FVA Relationship – The Evolving Funding Dynamics for OTC Derivatives

• Derivative Trading Profitability and Risk Measures

• Dissecting the FVA Debate

• A Quantitative Look at FVA - Theory and Implementation

• Building a Robust Stress Testing Framework – Best Practices for Designing & Implementing Comprehensive Risk Scenarios

• Beyond Regulatory Stress Testing: Leveraging A Robust Risk Scenario Framework

• Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment

• OIS Discounting impact on derivatives P&L and risk calculations

• Model Risk - Assessment, Regulation, and Best Practice

• A New Quantitative Approach: Advanced Exposure and CVA for Vanilla and Exotic Instruments

• Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment

• OIS Discounting impact on derivatives P&L and risk calculations

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

• Modeling Wrong Way Risk in CVA for Traders and Risk Managers

• Modeling Wrong Way Risk in CVA for Quantitative Analysts

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