Course Calendar
Course Calendar
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 New York Time Zone
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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