Numerix: Comprehensive Risk Management of OTC Derivatives - A Tricky Endeavor

The recent PRMIA roundtable event held at New York City’s Harvard Club provided keen insights into today’s most pressing risk management issues for OTC derivatives, highlighting best practices for developing a holistic risk management program and the increasing importance of risk analytics. How to tackle changes due to multi-curve pricing, CSA optionality and the widespread use of valuation adjustments—such as credit value adjustment (CVA), debit value adjustment (DVA) and funding value

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