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Introduction to xVA

A free introductory webcast on Derivative Valuation Adjustments with Dr Jon Gregory on January 31st 2023 at 11.00 GMT

Jon is a leading authority on counterparty risk and author of The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, now in its fourth edition.

Key topics:

  • What is xVA?
  • Accounting and regulatory drivers
  • Discounting and xVA
  • Credit Value Adjustment (CVA)/Funding Value Adjustment (FVA) framework and active management
  • Need for Market Value Adjustment (MVA)/Capital Value Adjustment (KVA) and others?