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 New York Time Zone and Singapore Time Zone
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Great course. The teacher makes xVA accessible even though the topic is fairly complex. It gives a very good overview of the xVA world in terms of history/developments and economic relevance.
Mathias Genoud, Director, Mizhuho International