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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