This LIVE ONLINE course covers the role of valuation adjustment (‘xVAs’) in derivatives pricing and valuation, as well as the management of xVAs within an organisation. The origin of valuation adjustments in relation to counterparty credit risk, collateral, funding, capital and initial margin is covered in depth together with relevant considerations related to best market practice, market effects, accounting and regulatory requirements.
xVA implementation and hedging will also be discussed, with particular attention being paid to current market approaches and best practice. Current hot topics – such as funding assumptions, return on capital, treatment of initial margin, wrong-way risk and speeding up xVA calculations – will also be explored.
Dates: 9 - 12 September
Time: 9am - 1pm ET (USA) / 2pm - 6pm BST (UK)
All Global Risk Community Members receive a £200 discount by quoting the promo code "CCRGRC24"
For more info visit: https://www.marcusevans.com/professionaltraining/ccr-xva-online contact Brett Jacobs at brettj@marcusevansct.com
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