Economic Value Adjustment – The Intersection Of CVA, FVA, OIS, & CSAs for OTC Derivatives

In this video blog, Tom Davis, Ph.D. Vice President of the Numerix Client Solutions Group joins Numerix CMO, Jim Jockle to discuss the historical context and interconnectivity between OIS discounting, cheapest-to-deliver, funding valuations adjustments, CVA, DVA, and CSAs – and why the entire Economic Value Adjustment is now critical for both buy and sell-side market participants to take into consideration.

Tom and Jim also explore the notion of risk in today’s market and 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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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 request an individual account here: