TOP NEWS
The Evolution of the Risk Manager - Insights from the GARP Convention and the Risk Landscape in the NordicsModern 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
Risk Exposure Mitigation through Netting
WEBINAR RECORDINGS
• 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
UPCOMING WEBINARS
May 22 - Rethinking VA & EIA Product Designs to Better Manage Investment Risks
June 5 - Stress Testing/Scenario Analysis Part II
June 19 - FVA and OIS Convergence
June 26 - Model Back Testing - Basic and Advanced for PFE, CVA, VaR
For more information on our webinars visit www.numerix.com/events-and-webinars
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