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Latest Breaking News On - Funding valuation adjustment fva - Page 1 : comparemela.com
New developments in XVA: bank strategy in a changing world
Derivatives valuation has grown in complexity since the the financial crisis that began in 2007–08. It now encompasses a broader range of risk factors,
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National-bank
NY Fed paper warns of systemic risks from SOFR credit lines
Stress tests need to account for credit facilities being “drawn to the limit”, says Stanford’s Duffie
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Federal-reserve-bank
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Pibor
Crédit Agricole's XVA head departs
Laurent Chédin is leaving the banking sector; Mickael Crabos takes his place
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Canadian
Frederic-meron
Mickael-crabos
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Crédit-agricole
Europe
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FVA hedge omission from FRTB set to cause headaches
Lack of carve-out for market risk hedges could create hedging issues, experts say
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Funding, wealth transfer and financial stability in the post-Libor era
Adjusting RFR with a funding premium may aid economic growth and stability
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London
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