Quantifi and D-fine Webinar: Impact of the New CVA Risk Capital Charge
The recently published consultative document ‘Review of the credit valuation adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. With a focus on XVA stakeholders including desk traders, risk managers, finance and technology professionals, this webinar will explore the new CVA risk framework based on FRTB and SA-CCR.
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Copyright Infopro Digital Limited. All rights reserved.
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