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
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net