Hari, Norbert (Morgan Stanley)
Pricing
Counterparty Risk
This presentation will discuss counterparty risk both
conceptually and by using practical examples. We will discuss the fair
valuation of counterparty risk, namely Credit Valuation Adjustment (CVA), we
cover hedging, and we briefly explain other Valuation Adjustments (xVA).
Date: Sep. 20, Tuesday 4:15pm
Place: BME, Building „Q”, Room QBF13