IFR: Banks Set to Report KVA | Numerix

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IFR | July 18, 2015 | By David Wigan

This article discusses Capital valuation adjustment (known as KVA) and the outlook for adoption across large banks. Andrew McClelland, director of quantitative research at Numerix discusses how tier 1 banks have fully embraced the concept of understanding the true life-cycle cost of derivative trades and how KVA is impacting captial.

Banks Set to Report KVA

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