Videos

John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives | Numerix Video Blog

Posted by Cristin Riffle on January 22, 2013 at 22:38
Views: 146
Get Embed Code
Tags: adjustment, valuation, risk, value, funding
http://blog.numerix.com | 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.

You need to be a member of Global Risk Community to add comments!

Join Global Risk Community

★
★
★
★
★
Votes: 0
E-mail me when people leave their comments –
Follow

Featured Videos

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead