John Hull On The FVA Debate And Liquidity Risk In OTC Derivatives | Numerix Video Blog

John Hull joins host Jim Jockle to discuss the FVA debate and the growing challenge of liquidity risk. Hull develops both sides of the OTC derivatives argument around funding value adjustment, as well as the calculation’s relationship to other counterparty risk measures such as CVA and DVA. He then addresses the rising challenge of isolating and calculating liquidity risk.

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:

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: