Financial risk modeling | Monte Carlo methods in finance | Mathematical finance
An X-Value Adjustment (XVA, xVA) is an umbrella term referring to a number of different “valuation adjustments” that banks must make when assessing the value of derivative contracts that they have entered into. The purpose of these is twofold: primarily to hedge for possible losses due to other parties' failures to pay amounts due on the derivative contracts; but also to determine (and hedge) the amount of capital required under the bank capital adequacy rules. XVA has led to the creation of specialized desks in many banking institutions to manage XVA exposures. (Wikipedia).
XVA desks in a post-Covid world: Brave new world or back to basics?
In 2020, when entire economies shut down, risk managers’ radars instantly picked up on the heightened financial risks. The same turbulence in the market also added new dimensions to the XVA desk – an already complex mission with regulatory, business, and technological elements to consider.
From playlist Webinars: At home with the experts
Challenges for sell sides firms in a volatile market: What lies ahead?
Hear from Mark Findlay, Global Head of Financial Risk Analytics, S&P Global Market Intelligence, who joined us at RiskMinds International to discuss market volatility, vendor opportunities and upcoming challenges.
From playlist RiskMinds International 2022
Citrix: Setup and Configure the Merchandising Server
More videos like this can be found at http://www.theurbanpenguin.com The Citrix courses are very good and really give you a great heads up to managing your systems. Time though is always limited and shorts cuts often are required to enable adequate cover of all topics. When area that is mi
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Arcane Algorithm Archive: Verlet Integration -- Day 4
Wrote a bit in the algorithm archive today. Let me know whether you like the writing streams or not! -- Watch live at https://www.twitch.tv/simuleios
From playlist Algorithm-archive
Day 2 at RiskMinds International
Take a quick look back at the second day of RiskMinds International, taking place 5-9 December 2016. For more coverage, go to http://www.riskmindslive.com/
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Henry V by William Shakespeare - Act 4, Prologue, and Act 4, Scene 1 - Performed by Laurence Olivier
An excerpt from an episode of the NBC radio series Anthology. Broadcast on 11 July 1954. Hosted by Gene Hamilton. Starring Sir Laurence Olivier
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From playlist English and British History
Je suis Sophie Germain, femme et mathématicienne
Découvrez la vie de Sophie Germain (1776-1831) à travers ce film réalisé à l'occasion de la sortie de la bande-dessinée "Les Audaces de Sophie Germain" (E. Tartaglini - A. Fillipini - A. Ferrari, éditions Petit à petit, Docu-BD, 2021). Retrouvez également ce film et des posters à travers
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Excerpt from audio dramatization of Shakespeare's Henry V recorded in 1947. Starring Laurence Oliver as Henry V.
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Topic: Absolute vs. relative Gromov-Witten invariants Speaker: Mohammad Tehrani Date: Friday, December 18 We compare absolute and relative Gromov-Witten invariants with the basic contact vector for very positive divisors. For such divisors, one might expect that these invariants are the s
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SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Dat
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