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1 CSAS courses

xVA - Computing, Metrics & Pricing

5.0(5)

By Finex Learning

Overview This 1 day course focus on comprehensive review of the current state of the art in quantifying and pricing counterparty credit risk. Learn how to calculate each xVA through real-world, practical examples Understand essential metrics such as Expected Exposure (EE), Potential Future Exposure (PFE), and Expected Positive Exposure (EPE) Explore the ISDA Master Agreement, Credit Support Annexes (CSAs), and collateral management. Gain insights into hedging strategies for CVA. Gain a comprehensive understanding of other valuation adjustments such as Funding Valuation Adjustment (FVA), Capital Valuation Adjustment (KVA), and Margin Valuation Adjustment (MVA). Who the course is for Derivatives traders, structurers and salespeople xVA desks Treasury Regulatory capital and reporting Risk managers (market and credit) IT, product control and legal Quantitative researchers Portfolio managers Operations / Collateral management Consultants, software providers and other third parties Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

xVA - Computing, Metrics & Pricing
Delivered in Internationally or OnlineFlexible Dates
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Educators matching "CSAS"

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Training For Success

training for success

Berkshire

TFS leads the way on customer satisfaction, reliability and creativity and has demonstrated a significant return on investment to our clients since incorporation in 1997. Supporting organisations to minimise corporate threats engages with three key aspects: Education, Legal certainty and added value. Education: TFS operates up to and including level 8, the highest level of the educational spectrum. The domestic regulated UK security sector, for example, is positioned at level 2. Legal certainty: TFS has its own dedicated team of LLB (Hons) practitioners and therefore provides complete peace of mind to customers. Not all providers can claim this guarantee. For example, The Corporate Manslaughter and Corporate Homicide Act 2007 provides the framework for legal compliance in terms of personal safety training. The findings in R v Cotswold Geotechnical Holdings (CGH). 2011 EWCA Crim 1337 amplify the requirement to integrate reliable industry practice. TFS exceeds these standards with the inclusion of the nonintrusive body mechanics approach. Other providers fall significantly short of this benchmark and can leave clients vulnerable to litigation. Equally Investigative procedures should be ethical, fair and reliable. TFS maintains the gold standard of The Home Office Police & Criminal Evidence Act 1984 (PACE) codes of practice and the TFS interview model has been adopted by Hertfordshire Constabulary. Not all providers can demonstrate this approach and compliance to domestic law. Added value: TFS provides training and consultancy to a broad range of corporate and governmental clients both within the UK and overseas. Examples of ROI’s have engaged with an 80% reduction in assaults on staff (leading UK supermarket) and interventions that have driven improvements in shrinkage figures that contributed to a year-on-year saving of £2M (FTSE 100 client). TFS continues to meet the rigorous RSQS accreditation: The RSQS accreditation mark is valued by some of the largest purchasers in retail industry and indicates that you have gone through the process and have demonstrated your commitment and credentials to the industry.