The Tale of the Unclearable Trade - Managing Tail Risk with CVA | Numerix Video Blog

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.

Views: 16

Comment

You need to be a member of GlobalRisk community to add comments!

Join GlobalRisk community

Our Sponsors

Would you like to reach over 22,000 + Risk Professionals? 

REQUEST OUR MEDIA KIT

 

Advance Your Career - Take the Global Risk Academy Courses Below

Business Exchange

If your organization delivers products and services that bring value to our members, you are welcome to join our partnership program.

Companies are welcome to setup a business profile page in our Multimedia Business Directory. You will get full control of the page and can include cutting edge possibilities – videos, adverts, presentations, white papers, job offers, Press Releases, product information, company blog, news feeds and more.

CLICK HERE TO APPLY

Our Knowledge Partners

Request our MEDIA KIT

Badge

Loading…

Our Twitter feed

© 2017   Created by Boris Agranovich.   Powered by

Badges  |  Report an Issue  |  Terms of Service