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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The course provided a very good overview of all XVA components and their coherence. There was also a focus on new developments. Both the documentation and presentation were very good. I have recommended it to my colleagues.
Jasper Van Der Kroft, Product Controller, Rabobank