It's no surprise that CVA has become one of the most debated topics in financial derivatives during the last decade. CVA is typically driven by finance departments, as financial accounting standards now require CVA to be reported in financial statements as a matter of course.
Key learning objectives:
What is Credit Valuation Adjustment?
How is CVA determined?
What are the main drivers of CVA?
What is Debit Valuation Adjustment?
Introduction to Interest Rate Swaps and Use Cases
David Leeming • 17:58