After the 2008 financial crisis, Counterparty Value Adjustment (CVA) became essential in the analysis of volatile portfolios. This whitepaper reviews the concept of CVA, the elements that compose its estimation, and practical assumptions made in the industry to obtain...
A major Brazilian bank required to enhance its market risk infrastructure, replacing its existing internally-built operationally complex technology, to be better prepared for internal model approval…
VISION is the IBM’s event of the year to learn how advanced analytics, and cognitive computing through Watson could be used to improve governance and operational risk management. Vision 2017: https://www-01.ibm.com/software/analytics/vision/ Rhisco provides...
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