Jun 15, 20211 minThe FVA Puzzle: Accounting, Risk Management and Collateral TradingPublished: November 2014 Funding Risk cost adjustments implemented at most large Banks has been compromised by technology limitations for...
Jun 15, 20211 minRisk Managing the LIBOR TransitionPublished December 2020 As LIBOR and other funding benchmarks are withdrawn, the industry needs a better way to calculate funding risk...
Jun 15, 20212 minAccounting for OTC Derivatives: Funding Adjustments and the Re-Hypothecation OptionPublished: August 2014 The ability to process over a billion paths opens the door to proper modelling of re-hypothecated collateral and,...
Jun 15, 20211 minCapital and FundingPublished: April 2015 The compute power of Global Valuation and ability to calculate over a billion paths makes accurate FVA and KVA...
Jun 15, 20211 minCapital Valuation Adjustment and Funding Valuation AdjustmentPublished: March 2016 Global Valuation provides the processing power to now correctly model the significant impact of capital and...
Jun 15, 20211 minCredit Limits, Stress Testing and Model Risk for Capital MetricsPublished: March 2016 Global Valuation has the processing power to properly model Capital Valuation Adjustment (KVA) and open the door to...
Jun 15, 20211 minReverse Stress TestingPublished: March 2020 Recent market events have highlighted the need to properly identify extreme events and stress scenarios which...
Jun 15, 20211 minA Darwinian Theory of Model RiskPublished: February 2020 Performance assessment of derivative pricing models revolves around a comparative model-risk analysis. From...
