Risk magazine - XVA Special Report
Articles in this issue
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
Margin settlement risk and its effect on CVA
Sponsored feature: CompatibL
Quants head for the shop floor
Demand for technical skills is growing, but roles have changed – and some schools are not keeping up
Accelerated MVA in triCalculate
Sponsored feature: NEX TriOptima
EU capital revamp paves way for corporate CVA charge
Draft directive offers national regulators power to override controversial exemption
XVA reaches far and wide
Sponsored Q&A: CompatibL, Murex and Numerix
A sound modelling and backtesting framework for forecasting initial margin requirements
Anfuso, Aziz, Loukopoulos and Giltinan propose a method to develop and backtest forecasting models for IM