Jon Gregory on Challenges in xVA Pricing and Valuation

Описание к видео Jon Gregory on Challenges in xVA Pricing and Valuation

Presentation by Jon Gregory, Independent Consultant

Jon speaks about regulation, quantification and usage & overlaps. Pricing, Valuation and Risk Management of OTC derivatives has been a large field and cover many different products. xVA has changed a lot of things people thought they knew about, simple things like the Black and Scholes formula. Fundamental things like this have been challenged within the derivatives world.

Filmed at 'The Dynamics Driving the OTC Markets', Quantifi's 3rd Annual Risk Conference, London

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