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A Consistent Treatment of CVA and Its Cousins

PRMIA London is happy to share A Consistent Treatment of CVA and Its CousinsThis event was sponsored by Numerix.

Below you will find links to each video in the series and their accompanying slides. To access the videos click the Watch Video» link for the video you would like to see and play, the same goes for their complimentary slides.

 PRESENTATION I - Derivatives FVA and Recommended Bank Funding Policy
Approx. 35 minutes
Presenter: Moorad Choudhry, Department of Mathematical Sciences, Brunel University

Watch Video»   |     Download Slides»

 PRESENTATION II - A Consistent Treatment of XVAs
Approx. 35 minutes
Presenter: Ilja Faerman, VP of Financial Engineering, Numerix

 

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