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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 London Time Zone and New York Time Zone
- To run this course at your organisation, contact us.
Before attending this course I have already benefited a lot from reading Dr Gregory's book. During the course, Dr Gregory gave detailed elaboration on all the concepts, which greatly strengthened my understanding. This is the best course I have attended during the recent 10 years.
Chen Dihua, Executive Director, DBS Bank Ltd
