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
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