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

Closed
27 Jun 2017 - 28 Jun 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 practical, regulatory, accounting, methodological and technological questions that each company has to face when dealing with XVAs.

 

This 2 day training course will also look at market possibilities and changes, and discuss the accounting of XVAs, as well as providing overviews of FVA, CVA, KVA and MVA. Dmitry Pugachevsky's presentation will be on day 1 at 2pm. 

FVA

  • FVA - explanation, use and calculation
  • Methodologies
  • Funding strategies, funding costs
  • New developments 
  • Ring fencing

Presenter

Dmitry Pugachevsky, Research Director, Quantifi