Add a new comment:
thanks for this useful article
please upload the figures which you have discussed them in the context.
I'm eager to analyze them too.
please help me with this matter
Posted by: shiva
a good piece of information.i really enjoyed it.keep us informed in this field
Posted by: Musarurwa Trust
VAR versus expected shortfall
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Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
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