Introduction to XVA (2/4): CVA

Introduction to XVA (2/4): CVA

In his previous video, Steven discussed several different valuation adjustments which are taken into account to adjust the value of derivative trades to consider exposures such as credit, funding, and capital. In this video, he focuses on the first of these, credit, and the relevant adjustments; CVA and DVA.

Join now to watch

Our videos are only available to subscribers. Access this and 100s of other videos by signing up.

Related videos

Introduction to XVA (1/4)

Introduction to XVA (1/4)

Steven Marshall11:25