Arcadio Albert Marti
With this badge and completion of the course, this participant has learned to:
- Evaluate XVA in risk management
- Explore the role of XVA trading desks and pricing implications
- Conduct impactful executions of FVA, MVA and KVA
- Calculate KVA and MVA
- Analyse regulatory challenges for model risk management of XVAs
- Evaluate climate change valuation adjustment
Skills / Knowledge
- XVA risk
- XVA analyst
- XVA trading
- Counterparty credit risk
- Quant modelling
- Treasury
Issued on
November 14, 2023
Expires on
Does not expire