Counterparty Risk, Funding and Capital: CVA, FVA, DVA & KVA 2014

Risk have designed this three day course in order to provide delegates with an in depth guidance on modelling, managing and hedging a range of valuation adjustments including CVA, DVA, FVA & KVA. The third day of the course will include more advanced discussion and can be booked separately; those who feel they already have a good knowledge of these subjects may decide to attend this day only.

The first two days of the course will cover basic and advanced methodologies for funding and discounting CVA and FVA, hedging and managing liquidity risk, LVA and FVA and implementing a CVA and FVA system in your organisation.

The additional third day will include more in depth talks on KVA, wrong way risk and model validation. The debate around the potential creation of XVA desks will also be addressed. Delegates will be required to bring laptops with them for the third day in order to carry out practical modelling exercises.