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 xVA course by London Financial Studies has covered all relevant topics of today's derivative valuation. Jon Gregory provided an excellent insight into recent developments and links theoretical knowledge with the current and future regulatory landscape.
M.Jubin, Rates Trading, Commerzbank AG