Ch. Reisinger Deep xVA solver A neural network based counterparty credit risk management framework

Deep xVA and a solver for BSDEs with jumps

スコシアバンクのディープ XVA

Neural Networks in Theory - Deep Credit Risk

Part I. Christoper Reisinger - Kristoffer Andersson - Shashi Jain

LFS Webcast series - The xVA Challenge: Derivatives Valuation in the Modern World

Hybrid Models & Optimization Techniques for Real-Time Counterparty Credit Risk Exposures

Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models (SIAM FME)

Kristoffer Andersson (CWI), Learning exposure profiles for portfolios of exotic derivatives

Risk Solver Demo for Decision Tree

Optimize Credit Risk Strategies Through A Low-Code/No-Code Visual Analytics Platform

Differential Machine Learning Live Production Demo

Risi Kondor: "Covariant neural network architectures"

ESR 1: Luis Souto introduces himself

Financial Risk Management - Summer Term 2021 - Lecture 3, Part 2

Changing face of Valuation Adjustments (XVA) !! ( Only for Members )

Centre For Risk Studies, University of Cambridge

Fooling Deep Neural Networks | Uber AI Labs CoFounder Jason Yosinski

Financial Engineering Course: Lecture 12/14, part 2/3, (Valuation Adjustments- xVA)

Using GANs to Estimate Value-at-Risk for Market Risk Management - Hamaad Shah, Deutsche Bank