Alan White
XVAs: a gap between theory and practice
Hull and White see splits on FVA, MVA, KVA as irreconcilable
Modelling by the rules: Risk’s technical articles in 2014
A round-up of the year’s topics, trends and citations in Risk's technical articles
Hull and White on the pros and cons of expected shortfall
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Banks at risk of FVA arbitrage, say Hull and White
Academics who ignited fierce debate on funding valuation adjustment return with new paper
FVA should be included in derivatives pricing, say survey respondents
Nearly two thirds of survey respondents disagree with Hull and White’s argument that funding valuation adjustment should be ignored
Quant Congress Europe: FVA ends ‘Platonic price’, says Brigo
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues: Hull and White respond to their critics
The FVA debate continues
Traders close ranks against FVA critics
Traders v. theorists