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Accounting for CVA across the Enterprise

Posted by Cristin Riffle on May 6, 2013 at 20:03
Views: 96
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Tags: debt, adjustment, value, economic, credit
Pete Travnicek Regional Sales Director of Numerix joins host and CMO Jim Jockle to discuss Eleanor Hill's recent FX-MM article "CCR and CVA seeing things clearly" where they explore current trends and practices for Counterparty Credit Risk and the evolution of CVA across the enterprise. Pete and Jim address the role of collateral management in managing CVA and the challenges banks face in achieving near real-time calculations as part of a holistic view of risk.

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