Funding valuation adjustment (FVA)
Leap in initial margin will cut CVA, FVA and KVA, but generate new funding effects
Benhart confirms OCC examiners are looking at valuation adjustments
More Funding valuation adjustment (FVA) articles
Risk survey shows new add-on is gaining acceptance and could reshape the swaps business
Kenyon and Green show how certain technical elements simplify XVA management
Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.