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