It's all about the Mathematics

The FVA Puzzle: Accounting, Risk Management and Collateral Trading

Published: November 2014 Funding Risk cost adjustments implemented at most large Banks has been compromised by technology limitations for...

Published December 2020 As LIBOR and other funding benchmarks are withdrawn, the industry needs a better way to calculate funding risk...

Published: August 2014 The ability to process over a billion paths opens the door to proper modelling of re-hypothecated collateral and,...

Published: April 2015 The compute power of Global Valuation and ability to calculate over a billion paths makes accurate FVA and KVA...

Published: March 2016 Global Valuation provides the processing power to now correctly model the significant impact of capital and...

Published: March 2016 Global Valuation has the processing power to properly model Capital Valuation Adjustment (KVA) and open the door to...

Published: March 2020 Recent market events have highlighted the need to properly identify extreme events and stress scenarios which...

Published: February 2020 Performance assessment of derivative pricing models revolves around a comparative model-risk analysis. From...