Economic Value Adjustment -- The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives

In this video blog, Tom Davis, Ph.D. joins Jim Jockle to discuss the historical context and interconnectivity between OIS discounting, cheapest-to-deliver, FVA, CVA, DVA, and CSAs -- and why the entire Economic Value Adjustment is now critical for both buy and sell-side market participants to take into consideration.

Tom and Jim also explore the notion of risk in today's market and regulatory environment. Though standardization implies simplicity, differing approaches to risk management and the valuation process are leading to increased complexity. This considered Tom discusses the primary risks both the buy and sell-side institutions are facing -- and how they can best be managed.

Views: 33

Comment

You need to be a member of GlobalRisk community to add comments!

Join GlobalRisk community

Our Sponsors

Would you like to reach over 22,000 + Risk Professionals? 

REQUEST OUR MEDIA KIT

 

Advance Your Career - Take the Global Risk Academy Courses Below

Business Exchange

If your organization delivers products and services that bring value to our members, you are welcome to join our partnership program.

Companies are welcome to setup a business profile page in our Multimedia Business Directory. You will get full control of the page and can include cutting edge possibilities – videos, adverts, presentations, white papers, job offers, Press Releases, product information, company blog, news feeds and more.

CLICK HERE TO APPLY

Our Knowledge Partners

Request our MEDIA KIT

Badge

Loading…

Our Twitter feed

© 2017   Created by Boris Agranovich.   Powered by

Badges  |  Report an Issue  |  Terms of Service