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The xVA Challenge: Counterparty Risk, Collateral, Funding and Capital – Frankfurt

September 13 - September 14

This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

Venue

Frankfurt

Organiser

London Financial Studies
Website:
www.londonfs.com