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

Posted by Cristin Riffle on March 12, 2013 at 0:14
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Tags: debt, adjustment, value, economic, credit
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.

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