Back to Course
Valuation Adjustments: The XVA Challenge
This course explains and describes the valuation adjustments (‘xVAs’) in pricing and valuation in relation to counterparty credit risk, collateral, funding, capital and initial margin.
Course Details
This course is also available in New York Time Zone and Singapore Time Zone
- To run this course at your organisation, contact us.
The xVA challenge training held by Mr Jon Gregory [teacher] can be considered a mandatory step in the skill development of whoever wants to really understand derivatives management.
Alessandro Scaglione, Expert, Bank of Italy
