Banks are moving ahead with funding valuation adjustment (FVA), although it is far from a settled issue among academic researchers, accountants, quants, traders and regulatory stakeholders. Indeed, ...
For the past three years, critics have used the law of one price to argue funding valuation adjustment (FVA) – which breaks the cherished rule – should not exist (Risk25, July 2012). In this month's ...
Quantifi, a leading provider of analytics and risk management solutions to the global OTC markets, today announced first-to-market support for Funding Valuation Adjustments (FVA) as part of its latest ...
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