LFS Insights

    Expert Teaching for Exceptional Performance

    Wrong-Way Risk (Q&A from the Webinar)

    1. What are your thoughts on methods for default correlation estimation? When there are no direct estimates available, sometimes equity or CDS..

    May 9, 2024 12:35:39 PM / by Jon Gregory

    An Introduction to xVAs with Dr Jon Gregory (Q&A from the Webcast)

    1. Can you share your views regarding survival probability adjusting FVA versus including FVA in the replacement cost and thus embed it in the CVA..

    Feb 22, 2023 2:25:02 PM / by Jon Gregory

    Credit Value Adjustment and Counterparty Risk

    Mar 14, 2022 9:32:00 AM / by Jon Gregory

    OTC Derivatives and Counterparty Risk

    Over-the-counter (OTC) derivatives are important financial transactions that allow hedging of interest rate, foreign-exchange and other risks...

    Jan 27, 2022 12:58:09 PM / by Jon Gregory

    The World’s Top Authority explains Derivatives and Counterparty Risk

    Derivatives can be complex and potentially high-risk financial instruments. The purpose of this post is to help you better understand their key..

    Jan 27, 2022 10:11:13 AM / by Jon Gregory