VIDEO — Jan 17, 2024 What are the key trends and challenges in XVA and counterparty credit risk? Recent volatility and spikes in margin calls have introduced additional complexities to …

The XVA desk would typically then hedge the FX trade and the credit sensitivities where possible. This hedge would then need to be rebalanced regularly, especially in a volatile market. …

金融リスク分析（ Financial Risk Analytics）は、評価調整（XVA）に関するリアルタイムインサイト、バイサイドのリスク管理ツール（VaR計算やストレステストなど）、カウンターパー …

The XVA Pricer gives traders deal-time xVA measures and counterparty exposure profiles, powered by our best-in-class xVA analytics engine, and market-leading CDS and derivatives …

How can banks keep pace with XVA? The complexity of derivatives pricing has grown significantly in the past decade, with banks having to factor in a series of valuation adjustments to calculate …

Aug 14, 2020 · xVA Modeling: Squeezing accuracy from the industry standard Hull White model Market volatility induced by the COVID-19 pandemic has once again revealed the impact …

The XVA Neural Net Pricer – part of the Risk Bureau suite of apps – combines the power of neural networks and GPUs to accelerate XVA calculations, producing a full set of XVA metrics …

View transcript A flexible, cloud-based solution delivering deal-time insights to the XVA desk Complete picture of derivative trading costs Store intermediate results so that XVA …

In this on-demand S&P Global Market Intelligence sponsored webinar - hosted by Risk.net - we explore the challenges and opportunities for XVA desks in the current environment and how …

Using big data to solve the xva compute challenge - Risk.net interview Derivatives pricing has changed dramatically over the past decade with an explosion in the number of valuation …