xVA – The brave new world of derivative pricing
Markit Analytics
With market participants coming to terms with the fact that xVA is much more than a series of optional and bespoke adjustments, components such as KVA and IMVA are becoming increasingly topical.
Topics include:
- Why do some banks calculate CVA differently or not at all?
- Why will the review of the CVA capital framework (BCBS 325) lead to major changes on how dealers capitalise derivatives?
To find out more about Markit Analytics, please contact us.
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