Numerix: Incorporating XVA into the Valuation Process
In this video blog Dennis Sadak, Vice President in the Numerix Client Solutions Group breaks down today’s XVA challenge. Dennis speaks with Jim Jockle, CMO about how these costs and trade pricing adjustments are being incorporated into the valuation process, impacting trading decisions and derivatives trade processing.
Dennis stresses the importance of real-time, pre-trade analytics that are capable of modelling all these costs through time to determine how the trade will behave, and how
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