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. |
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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?
