Managing Complexities of CVA, DVA and FVA
Regulation including Dodd-Frank, Basel lll, MiFID ll and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. At Quantifi's London seminar, senior practitioners discussed the triad of valuation adjustments (CVA, DVA, FVA) which have to be taken into account when measuring profitability, the developments in model optimisation and the impact of proposed regulation on counterparty risk