Mastering XVA: Learning Series
In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. Numerix offers a range of resources designed to equip industry participants with the insights they need to thrive in the face of complexity surrounding XVA.
Access the featured resources below to strengthen your XVA knowledge, helping you stay ahead of industry demands. Start with the Derivatives XVAs: Challenges & Opportunities for the Buy Side webinar to explore the changing role of XVAs on the buy side. Dive deeper into actionable knowledge with the whitepaper, Mastering XVA Dynamics from the Buy Side, a guide to navigating XVA complexities effectively. Finally, the NxCore for XVA webinar introduces a powerful XVA engine and quant sandbox to help you implement advanced XVA calculations seamlessly.
Derivatives XVAs: Challenges & Opportunities for the Buy Side
Structural changes in the OTC derivatives markets have created the need to move towards more comprehensive risk and cost-based pricing models, which incorporate counterparty risk, funding costs and regulatory capital costs into derivatives prices. These pricing adjustments are collectively known as XVAs.
This change of paradigm has been embraced by the sell side over the last 10+ years, but it has not yet been fully adopted by buy side firms for a variety of reasons. Watch our on-demand webinar to discover why XVAs pose both challenges and opportunities for practitioners at buy side firms.
Mastering XVA Dynamics from the Buy Side
With high interest rates and volatile markets, derivatives XVAs are again rising in prominence as crucial factors impacting the earnings of financial institutions. Managing XVAs and their components – such as credit (CVA), debit (DVA) and funding (FVA) valuation adjustments – is often discussed from a sell side perspective, but less so from a buy side point of view.
In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy side standpoint and strategies for navigating this increasingly complex terrain. Download this whitepaper to discover the stand-out themes that arose from that discussion.
NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
The timely computation and reporting of the various XVAs for OTC derivatives is essential for traders, XVA desks, quants, and risk managers. It requires the forward simulation of multiple risk factors, a high degree of flexibility, and extended scalability and performance.
In this on-demand webinar, we demo the latest XVA-focused enhancements to Numerix's NxCore product. NxCore is a cloud-based development platform leveraging Numerix’s award-winning pricing and risk analytics, the strength of the Python ecosystem, and the power of the cloud. Learn about this product’s cutting edge XVA functionality, and how its sandbox capabilities can provide a wide variety of benefits to clients.
Approach XVAs with Confidence
In a market environment characterized by fluctuating interest rates and increased volatility, a deep understanding of XVAs is more critical than ever. Numerix’s learning series offers the insights and tools needed to approach XVAs with confidence, helping firms address both the challenges and opportunities inherent in these adjustments.
To access additional resources like these, visit the Numerix Resource Center, where we publish new whitepapers, on-demand webinars, podcasts and other insightful content regularly.
