Numerix: Putting Quantitative Innovation into Focus for XVAs

Managing xVAs is complex, and that complexity is growing as banks extend xVA to reflect new costs, such as those associated with posting initial margin, or to more-accurately reflect the costs of capital utilization. There is a raft of conceptual difficulties one must navigate when addressing xVAs, such as what should be captured in accounting statements and what should be charged on to clients, etc. Simultaneously, there are enormous computational and modelling challenges to overcome, owing