KVA: Banks Wrestle With The Cost of Capital | Numerix

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Risk | March 2, 2015 | By Nazneen Sherif

This articles examines the growing acceptance of KVA, capital valuation adjustment, which reflects the capital a trade consumes over its lifetime. Jim Jockle, Numerix CMO discusses Numerix's ability to calculate KVA as part of its XVA engine.

Risk | KVA: banks wrestle with the cost of capital

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