Numerix: Visualizing Trade EVA: Best Practices for Analyzing Trade Profitability

With regulations such as Dodd-Frank and Basel III being rolled out and implemented in different phases, today’s derivative practitioners continue to face growing pressure on their current business models.

Financial institutions are working overtime to address an onslaught of costs associated with trading derivatives. For example, in addition to calculating fair value, banks need to account for what many practitioners fondly call the XVAs (a term which includes CVA, DVA, FVA and other

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