Counterparty Credit Risk, Central Clearing and CVA

PRMIA Webinar –

Counterparty Credit Risk, Central Clearing and CVA by John Hull

Professor John Hull evaluates the world of OTC derivatives and the costs and benefits of moving to CCPs. CVA and DVA are also being tackled.

交易對手信用風險，中央結算及CVA

約翰·赫爾教授的場外衍生工具及移動到中央交易對手的成本和收益的評估世界。

CVA和DVA也正在解決中。
http://www.youtube.com/watch?v=SZ4dvlsRrY4