25 Ropemaker St
London, EC2Y 9AJ
United Kingdom
MUFG Securities EMEA plc
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Capital, Pricing, Regulation, Basel II, Basel III, Derivative Valuation, xVA, CVA, DVA, FVA, FCA, KVA
Credit Crisis, Liquidity Crisis, Forward Curve, Discount Curve, Basis Swaps, Bootstrapping, Swaps, Swaptions, Counterparty Risk, CVA, Multi-Curve Term Structure Modeling, Closed Form Formulas
MVA, IM, FVA, BCBS-261, margins, non-centrally cleared derivatives, VAR, Longstaff-Schwartz, GPU, CCPs, Central Clearing
covered bonds, pricing, CDO, factor model, copula, issuer risk
Inflation, option pricing, normal, volatility smile modeling, inflation derivatives
KVA, Accounting, Basel III, IFRS 13
KVA, CVA, FVA, TVA, XVA, Leverage Ratio, Regulatory Capital, Return on Capital, Basel II, Basel III, CRD IV, Regulation, Pricing, Derivative Valuation
cashflow CDO, CLO, tranche, pricing, derivatives, credit, Monte Carlo, simulation
MVA, Bilateral Initial Margin, BCBS-317, IFRS, Fair Value, Accounting, Non-Centrally Cleared Derivatives
Portfolio management, hedging, attribution, XVA, CVA, DVA, FVA, FCA, FBA, KVA, MVA, TVA, VAR, SVAR, Expected Shortfall, ES, CVAR, Regression, Longstaff-Schwartz, Stress Testing, AAD, AD
exotic options, option pricing, without simulation, volatility smiles
CDS, Basel III, capital, capital relief, incomplete markets, IMM, CEM, regulations, hazard rates, CVA
Risk, Pricing, PFE, VaR, ES, IMM, CVA, Measures, Risk Appetite
CVA, Bilateral CVA, Counterparty Risk, Arbitrage-Free Credit Valuation Adjustment, Interest Rate Swaps, Interest Rate Derivatives, Credit Valuation Adjustment, Bilateral Risk, Credit Spread Volatility, Wrong Way Risk, Goodwill, Equity
CVA, DVA, FVA, KVA, Partial Hedging, Tax, Replication, CDS, Default, Counterparty Credit Risk, TVA
central counterparty, CCP, collateral, rating agency, financial crisis, privileged prices, over-reliance, business model, oligopoly, systemic risk, regulation, Basel III
XVA, CVA, FVA, MVA, KVA, Options, Exercise, Boundary, Secured Trades, Regression
VaR, Expected Shortfall, ES, Conditional VaR, CVAR, Stress, sVaR, sES, data cleaning, Data Model, standardization, Basel III, SIMM
Dirac processes, Dirac delta function, derivative pricing, default risk, CDS, implied volatility, CDS swaptions, option pricing
Regulation, Capital, SA-CCR, Counterparty Credit Risk, Hull-White, Gaussian Market Model
Risk-neutral pricing, Regulators, regulations, FVA, CVA, capital, incomplete markets
Wrong Way Risk, WWR, Credit Valuation Adjustment, CVA, Model-Free, Hedging, Options
CVA, DVA, FVA, corporate finance, hedging, Goodwill, assets, derivatives, accounting, tax
recovery rates, CDS, stochastic models, CDO
XVA, credit, funding, CVA, FVA, climate change, CDS, extrapolation, hazard rate
centeral counterparties, derivatives clearing, CVA, collateral, default, margining, risk transmission
self-financing trading strategy; stochastic calculus; finance; hedging
XVA, CVA, MVA, FVA, KVA, Default, Hedging, Replication
PFE, exposure, CVA,initial margin, IM, SwapAgent, trading limits, capital
FVA, funding, Treasury, optimization, measures, regulations, out-of-sample
reputation, anonymity removal, verifiable random functions, cryptographic signatures, trading, upstairs markets, downstairs markets, exchanges
XVA, CVA, FVA, WWR, Accounting, Regulations, Capital, Funding, Default, Model Independent, Credit
XVA, credit, funding, crisis, mandatory break, reset, restructuring, hedging, client valuation, Covid-19
Capital, Regulation, SA-CCR, Counterparty Credit Risk, Basel III
Exit price, risk-neutral, CVA, FVA, KVA, leverage ratio, initial margin, price realization
