Quantifi and d-fine Webinar: Impact of the New CVA Risk Capital Charge from xvÄ Watch Video
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⏲ Duration: 29 min 77 sec ✓ Published: 18-Feb-2016
Description: 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.nnSpeakers: nDr. Dmitry Pugachevsky, Director of Research, QuantifinSebastian Schnitzler, Manager, d-f
Play Video: (Note: The default playback of the video is HD VERSION. If your browser is buffering the video slowly, please play the REGULAR MP4 VERSION or Open The Video below for better experience. Thank you!)