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.

Speakers:
Dr. Dmitry Pugachevsky, Director of Research, Quantifi
Sebastian Schnitzler, Manager, d-fine GmbH Frankfurt
Dr. Holger Plank, Senior Manager, d-fine AG Zurich