Counterparty Risk: Funding and Discounting CVA & FVA 2014 is a seminar that covers topics such as:
- CVA (credit value adjustment), DVA (dedit value adjustment) and funding explained (Implement a Counterparty Risk system in your organisation and Know how to manage CVA risk
- Understand wrong way risk - Calculate CVA using advanced methodologies
- Determine how to optimise your corporate framework
- Distinguish the interaction between risk management, capital calculation and CVA pricing
Counterparty Risk: Funding and Discounting CVA & FVA 2014 brings together attendees interested in:
- Establishing or improving their own CVA and FVA (Funding valuation adjustment) analytics and trading function
- Improving their knowledge in the key areas of managing, modelling and hedging counterparty risk
- The fundamentals of the active management of counterparty risk