Numerix: The True Cost of OTC Derivatives Funding - FVA, OIS and Profitability

The question at the root of the OTC derivatives decision process, “Is this trade profitable?”, may at its core seem like a simple proposition. But in the changing world of OTC derivatives, this culmination of calculations has become increasingly complex, especially from a funding perspective.

In this video blog, Tom Davis, PhD, VP of Client Services and Product Manager of CrossAsset, joins Jim Jockle, CMO, to explore the connection between funding and profitability.

Through this discussion

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