Implementing the Bank Derivatives xVA Target Operating Model - BTRM lecture and Q&A panel
Автор: Quants Hub & BTRM
Загружено: 2024-09-16
Просмотров: 937
Faculty BTRM will be addressing the vital, fascinating and complex topic of derivatives "xVAs" and specifically asking the question, "What is a bank's optimum operating model for managing and trading the xVAs?"
CVA/DVA and FVA: how and why they impact valuation
KVA and MVA: how to manage them
The evening will comprise:
Part 1: "Understanding xVAs and how they impact derivatives pricing and risk management": lecture by Kevin Liddy: Principal, Solum Financial Limited (40 mins)
Part 2: Panel discussion: "The xVAs target operating model: reviewing options and assessing the optimum framework" (30 minutes)
Moderator: Professor Moorad Choudhry: BTRM Founder
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