Numerix: Trend Talk: XVA Pricing & Risk Calculations in the Front-Office Trading Environment
As derivatives experts have debated XVA pricing and risk adjustments over the past several years, today the industry seems to have reached a consensus at least in terms of how these calculations should be derived from a quantitative perspective.
In this Q&A Dennis Sadak, Vice President of the Numerix Client Solutions Group, discusses how the industry has moved from debating methodologies to putting XVA into practice. He examines the real-world application of these calculations and provides
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