EXPERT INSIGHTS

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

Risk Exposure Mitigation through Netting

 

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