Funding, Liquidity & XVA

Risk

Funding, Liquidity & XVA

  • LEVEL:Advanced
  • COURSE DURATION:2
  • PRICE:5000.00
  • DESCRIPTION:

    This is an advanced course looking at the modern theory of derivatives pricing in a world with counterparty, funding and liquidity risk.

    After this course, participants will be able to:

    • Explain the role and significance of the CSA to both funding and the management of counterparty risk.
    • Understand quantitatively the origin of CVA and DVA adjustments.
    • Understand quantitatively the origin of the XVA adjustments for funding and collateral costs.
    • Understand and apply the new Basel-based regulations and ratios regarding liquidity and funding.
  • AUDIENCE:

    Traders, structurers, Treasury and finance staff.

  • PRIOR KNOWLEDGE:

    None assumed.

Please contact the Academy if you are interested in attending this course.


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