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⏲ Duration: 29 min 77 sec
✓ Published: 18-Feb-2016
✓ Published: 18-Feb-2016
Description:
The recently published consultative document ‘Review of the credit valuation adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. With a focus on XVA stakeholders including desk traders, risk managers, finance and technology professionals, this webinar will explore the new CVA risk framework based on FRTB and SA-CCR.nnSpeakers: nDr. Dmitry Pugachevsky, Director of Research, QuantifinSebastian Schnitzler, Manager, d-f
The recently published consultative document ‘Review of the credit valuation adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. With a focus on XVA stakeholders including desk traders, risk managers, finance and technology professionals, this webinar will explore the new CVA risk framework based on FRTB and SA-CCR.nnSpeakers: nDr. Dmitry Pugachevsky, Director of Research, QuantifinSebastian Schnitzler, Manager, d-f
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