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XVA research

9 research papers

Spotlight on xVA

Powerful, multifaceted … and continuously evolving xVA – the term used to describe the family of value adjustments now vital in derivatives pricing – is a powerful tool, enabling Financial Institutions (FIs) to allocate specific costs to trades and positions with considerable accuracy, and…

Credit Risk Management Systems 2010

The Credit Crunch highlighted the deficiencies of the ad hoc and fragmented approach to credit risk management. Financial institutions now are faced with the challenges of meeting the many new risk-based regulations and running economically viable credit businesses. Many have started to rebuild…

Credit Risk Management Systems 2009

The recent financial crisis has highlighted the deficiencies in the current ad-hoc and fragmented approach to compliance and risk management. The traditional silo-based risk management culture has resulted in multiple point-solutions with multiple databases and standards. Data quality and system…