Course Calendar
Course Calendar
Valuation Adjustments: The XVA Challenge
This course explains and describes the valuation adjustments (‘xVAs’) in pricing and valuation in relation to counterparty credit risk, collateral, funding, capital and initial margin.
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Course Details
This course is also available in London Time Zone and Singapore Time Zone
- To run this course at your organisation, contact us.
About the teacher's Counterparty Credit Risk new book:
Congratulations to Jon Gregory. This is a very readable book about an area that has become increasingly important to all financial institutions.
John Hull, Professor , University of Toronto, Canada