Funding valuation adjustment (FVA)
UK bank's funding charge jumps 75% to $460m
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Funding valuation adjustment (FVA) articles
Albanese, Andersen and Iabichino present a method for accounting and risk managing FVAs
Risk Awards 2015: Barclays quants put FVA on solid ground
Risk Awards 2015: Bank arranged record margin loan in 30 days
How much margin is missing in sovereign swaps? The stress test had the answer
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
XVA specialists spark debate on regulation and risk-neutrality
Yorkshire Water among the firms said to be considering inflation repacks
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.