Funding valuation adjustment (FVA)
Swiss bank takes FVA charge and removes DVA double-count
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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
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.