
Introducing the XVA desk - a treasurer's nightmare
Grand centralisation

Working out how to organise the management of what some banks call the XVAs may initially seem an innocuous issue. The term groups together the pricing adjustments that have grown in number and importance since the financial crisis – the best-known being credit, debit and funding valuation adjustment (CVA, DVA and FVA) – and because these values overlap, some banks are grouping them organisationally as well, giving pricing and hedging responsibility to a single desk. Barclays and JP Morgan are
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Derivatives
Investing
The closer quants look, the less diversifying crypto appears
Analysis seems to confirm that the asset class is not an effective diversification play
Receive this by email