Global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of the Covid‑19 pandemic. Numerix explores what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.
On March 26, 2020, Risk.net hosted a webinar on the LIBOR transition titled Spotlight on Derivatives as part of its LIBOR Countdown webinar series. In this Q&A, we share Dr. Sun’s responses to several of the key questions posed in the webinar.
One significant aspect of the XVA story is that we’ve seen more complexity each time a new valuation adjustment was created, particularly with the calculations associated with margin valuation adjustment (MVA).
Discussions about XVAs half a decade ago were nothing like they are today. Financial industry practitioners are paying a lot more attention to the pricing, valuation and risk management of their derivatives transactions.
COVID-19 has unleashed unprecedented challenges on the global economy. In response, organizations of all sizes must leverage sophisticated risk analytics in the cloud – and rethink their approach to risk.That’s why you need our insights-packed white paper, “COVID-19 Impacts Credit Value Adjustment and Counterparty Risk.”
Find out what’s new for financial institutions and their risk functions in the face of COVID-19. Our insights-filled Q&A with Andrew Woods, FIS’ head of risk services, explores the drivers for Risk as a Service.