Funding valuation adjustment (FVA)
No exit: The problems facing UBS in its fixed income retreat
The stress of unwinding
Replacing VAR, OIS discounting and the future of quant finance – the top stories of 2012
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
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
Review of 2012: Basel III starts to bite
Basel III starts to bite
Risk software survey 2012
Coping with complexity
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
In defence of FVA – a response to Hull and White
In defence of FVA
Traders close ranks against FVA critics
Traders v. theorists
Putting the fun in funding valuation adjustment
The fun of FVA
Risk 25: The FVA debate
The FVA debate