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 New York Time Zone and Singapore Time Zone
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The course exceeded my expectations, all topics were treated in a deep way, with a real world application perspective. Additionally, the professor was very didactic and showed a deep knowledge in the subjects discussed.
Flavio Henn, Treasury Products Manager, Itau BBA