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Impact of the New CVA Risk Capital Charge - Webinar 

Webinar co-hosted by Quantifi & d-fine

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.


The new regulatory landscape with SA-CCR, FRTB and new CVA risk capital charge
Presentation of the different CVA risk methodologies
Sample calculations for the BA-CVA and SA-CVA approach
Implementation challenges of the new CVA risk capital charge
Impact on operational processes and derivatives business 



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