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.
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Course Details
This course is also available in London Time Zone and Singapore Time Zone
- To run this course at your organisation, contact us.

(The CVA course) covers all what we've been looking for. From the PFE,EE,EPE to Basel 3 requirements, clearing counterparties and credit risk management and valuations.The tutor provides us with his model where we can play around with and familiarize with the specific models which indeed helped me a lot in understanding the course.It was a great experience. Thank you LFS for arranging such training!