Funding valuation adjustment (fva)
Nearly two thirds of survey respondents disagree with Hull and White’s argument that funding valuation adjustment should be ignored
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More Funding valuation adjustment (fva) articles
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues
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.