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The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing – London

July 2 - July 4

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, collateral effects, regulation and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

Venue

London

Organiser

London Financial Studies
Website:
www.londonfs.com