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 London Time Zone and New York Time Zone
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This was an excellent course. Jon is a true expert in the field of xVA, and he coherently delivers practical insights about xVA best practice and future challenges.
Sam Rooney, Risk Analyst, Reserve Bank of New Zealand