CVA has emerged as the fore most tool for the active management of counterparty credit risk and is of paramount importance to financial institutions that operate a lucrative derivative sales unit.
Accurate and sophisticated credit value adjustments are required for “fair value” accounting. In addition, CVA strategies have been developed by major traders for the purposes of risk management and profitability through CVA pricing and hedging activities carried out by CVA trading desks.
The course is designed for institutions that are keen to
improve their knowledge in this key area and those that
are ambitious to establish or improve their own CVA
analytics and trading function. The course is also
suitable for individuals from major CVA traders that
require educating on the fundamentals of the active
management of counterparty risk.
CVA has emerged as the foremost tool for the active management of counterparty credit risk and is of paramount importance to financial institutions that operate a lucrative derivative sales unit. Accurate and sophisticated credit value adjustments are required for “fair value” accounting. In addition, CVA strategies have been developed by major traders for the purposes of risk management and profitability through CVA pricing and hedging activities carried out by CVA trading desks.
The course is designed for institutions that are keen to improve their knowledge in this key area and those that are ambitious to establish or improve their own CVA analytics and trading function. The course is also
suitable for individuals from major CVA traders that require educating on the fundamentals of the active management of counterparty risk.
