The Tale of the Unclearable Trade - Managing Tail Risk with CVA

According to Satyam Kancharla, Numerix Chief Strategy Officer these bespoke hedges represent 12 percent of the OTC market and they touch a large group of market participants, yet much of this risk, including Counterparty risk, is poorly understood and often ignored. While quantitative metrics such as Credit Valuation Adjustment (CVA) can help, Kancharla tells TABB’s Alex Tabb, only a handful of firms worldwide have implemented the process.

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