FVA, the Funding Value Adjustment, much like CVA and DVA, is generating heated discussion, analysis and debate. Some argue that FVA is an integral component of OTC derivatives pricing, while others make the case that FVA is not necessary and in violation of fundamental asset pricing theory.
Join Numerix on November 13th at 10:30 am EST as featured speaker Sanket Patel, Product Specialist, presents:
- A Review of CVA & DVA
- A Look at the Increasing Cost of Funding Post-Crisis
- Overview of FVA
- FVA as the Cost of Hedging
- The FVA Debate
- Hull & White’s Point of View and The Tale of Two DVAs
- Defending FVA: An Illustrative Example
This Webinar is complimentary, but registration is required as space is limited.
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