Numerix: Hedging CVA and DVA

The practical technology, quantitative and regulatory implications of CVA have taken center stage over the past several months, however the debate is now shifting towards CVA hedging due to the impact it can have on the bottom line. Particularly relevant in today’s financial reporting requirements and regulatory environments, banks are now considering the effects of hedging to reduce earnings volatility from changes in CVA, while also considering the utilization of hedging to reduce regulatory

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.