RiskTech Forum

Numerix: Managing the Valuation Adjustments Challenge—Understanding RVA Risk

Posted: 25 September 2013  |  Source: Numerix


Denny Yu, Numerix Head of Risk examines today's derivatives pricing challenges -- namely the notion of replacement valuation adjustment (RVA). Denny discusses this latest metric, how it can be measured, who it impacts and how banks can best manage it.