adjustment - Videos - Global Risk Community2024-03-29T15:06:46Zhttps://globalriskcommunity.com/video/feed/tag/adjustmentFVA in Practice -- Taking Classical Theory Further | Numerix Video Bloghttps://globalriskcommunity.com/video/fva-in-practice-taking-classical-theory-further-numerix-video2013-05-22T19:23:27.000Z2013-05-22T19:23:27.000ZCristin Rifflehttps://globalriskcommunity.com/members/CristinRiffle<div><img src="https://storage.ning.com/topology/rest/1.0/file/get/8028715869?profile=RESIZE_400x&width=400"></div><div><a href="http://blog.numerix.com">http://blog.numerix.com</a> | In this video blog Dr. Serguei Issakov and Dr. Alexander Antonov join Jim Jockle to discuss recent contributions to FVA, Funding Valuation Adjustment, theory and provide their insights from the 2013 Global Derivatives conference held in Amsterdam.</div>Accounting for CVA across the Enterprisehttps://globalriskcommunity.com/video/accounting-for-cva-across-the-enterprise2013-05-06T18:03:27.000Z2013-05-06T18:03:27.000ZCristin Rifflehttps://globalriskcommunity.com/members/CristinRiffle<div><img src="https://storage.ning.com/topology/rest/1.0/file/get/8028724290?profile=RESIZE_400x&width=400"></div><div>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.</div>Economic Value Adjustment -- The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivativeshttps://globalriskcommunity.com/video/economic-value-adjustment-the-intersection-of-cva-fva-ois-csas2013-03-11T23:14:28.000Z2013-03-11T23:14:28.000ZCristin Rifflehttps://globalriskcommunity.com/members/CristinRiffle<div><img src="https://storage.ning.com/topology/rest/1.0/file/get/8028721467?profile=RESIZE_400x&width=400"></div><div>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.</div>John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives | Numerix Video Bloghttps://globalriskcommunity.com/video/john-hull-on-the-fva-debate-and-liquidity-risk-in-otc-derivatives2013-01-22T21:38:54.000Z2013-01-22T21:38:54.000ZCristin Rifflehttps://globalriskcommunity.com/members/CristinRiffle<div><img src="https://storage.ning.com/topology/rest/1.0/file/get/8028716294?profile=RESIZE_400x&width=400"></div><div><a href="http://blog.numerix.com">http://blog.numerix.com</a> | ohn Hull joins host Jim Jockle to discuss the FVA debate and the growing challenge of liquidity risk. Hull develops both sides of the OTC derivatives argument around funding value adjustment, as well as the calculation's relationship to other counterparty risk measures such as CVA and DVA. He then addresses the rising challenge of isolating and calculating liquidity risk.</div>