triCalculate and Jon Gregory Discuss the Current State of Play for XVA

PUBLISHED:
7 February 2019
6 AM

BY:
None

triCalculate’s co-CEO Martin Engblom recently sat down with XVA expert Jon Gregory for a one-hour discussion on the current state of play for XVA.

Their adept discussion provides professional insight and illumination on such topics as CVA, FRTB, MVA, FVA, the concept of optimisation, regulatory capital, KVA, thoughts on where XVA’s are headed next, and much more. 

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