FVA

Risk Training: XVA, Credit, Funding and Capital Valuation Adjustments

Thursday, June 15, 2017
XVAs provide the financial industry with a lot of opportunities, particularly as new valuation adjustments develop and as valuation adjustments like CVA and FVA continue to add value. But with these opportunities come complexities because of the... read more

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Friday, March 31, 2017

Given current market practices around counterparty risk regulation, xVA management, funding and accounting, Helaba, one of the leading German banks, decided it needed to enhance its counterparty risk infrastructure for their OTC derivatives business. To support this initiative the bank wanted to pair their existing risk and core trading infrastructure with a modern, enterprise-wide XVA solution. The ability for senior management to get a comprehensive view of the banks’ counterparty risk was one of the key priorities.