1 CSAS courses in London

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

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Educators matching "CSAS"

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smtsecuritygroup

London

TM Group (UK) Limited is an award-winning company, providing bespoke manpower service solutions. It specialises in the delivery of high-quality security, cleaning, and customer-focused, services, underpinned and supported by leading edge technology. Established in 2005, and with offices in London and Manchester (where the Company 24 Hour Control Room is situated), STM has national coverage. The organisation has developed through controlled organic growth, combined with a selective acquisition strategy. The Company prides itself on the quality and flexibility of its service delivery model, with an underlying commitment to proactivity and reliability at the core of its philosophy. STM is: – Supportive to clients, and each other – Adhering to a philosophy of Mutual Trust (based around the key principles of Loyalty, Integrity, and Pride). – Committed to delivering a Proactively Managed Service (to clients and staff alike), and not leaving anything to chance.