Webinar playback: CVA and Beyond

Register below to watch a playback of our webinar about SA-CVA capital requirements and xVA optimization.

The speakers are:

Dr. Jon Gregory, independent derivatives pricing expert
Dr. Allan Cowan, Executive Director, Financial Risk Analytics, S&P Global
Moderator: Dr Andrew Aziz, Global Head, Financial Risk Analytics, S&P Global

The topics covered include:

the adoption of CVA and the impact of SA-CVA
funding and integration of CVA and FVA
return on regulatory capital treatment
initial margin requirements and MVA
xVA origination and optimization

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