valuation - Videos - Global Risk Community2024-03-29T09:41:25Zhttps://globalriskcommunity.com/video/feed/tag/valuationJohn 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>Addressing the LIBOR Debate: The Role of LIBOR in the Valuation of Derivativeshttps://globalriskcommunity.com/video/addressing-the-libor-debate-the-role-of-libor-in-the-valuation-of2012-10-23T16:25:47.000Z2012-10-23T16:25:47.000ZCristin Rifflehttps://globalriskcommunity.com/members/CristinRiffle<div><img src="https://storage.ning.com/topology/rest/1.0/file/get/8028724455?profile=RESIZE_400x&width=400"></div><div><a href="http://blog.numerix.com">http://blog.numerix.com</a> | In this video blog Numerix experts analyze the changing role of Libor in derivatives valuation, as well as offer an overview of some of the new recommendations in the market, including the Martin Wheatley report. In addition, they put into perspective how all of this will increase the complexity of the derivatives valuation process going forward.</div>