Funding valuation adjustment (fva)
Swiss bank takes FVA charge and removes DVA double-count
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Funding valuation adjustment (fva) articles
XVA specialists spark debate on regulation and risk-neutrality
Yorkshire Water among the firms said to be considering inflation repacks
Taiwan's regulator warns banks about structured hedges
Yen and dollar funding discrepancies hit Nikkei options market
Capital and funding efficiency is a new discipline for derivatives desks, and there is a shortage of comprehensive systems - so Lloyds Banking Group teamed up with Markit to build one
Operational risks, funding valuation adjustment and the money made by one dealer in the early days of OIS discounting – the top stories of the year on Risk.net
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.