![Risk.net](https://www.risk.net/sites/default/files/styles/print_logo/public/2018-09/print-logo.png?itok=1TpHrpuP)
What is the economic value of FVA?
To end the funding valuation adjustment debate, this key question needs to be answered
The mere mention of the term funding valuation adjustment (FVA) can trigger long, heated arguments between quants, traders, auditors and academics, mostly focused on three broad issues: whether it should exist; how it should be accounted for; and how it should be priced. In most cases, wider debates on the topic branch into a number of more specific arguments over the finer points.
To stop FVA from getting any more divisive, it is important to line up all the tools and information available, to
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Traders flipped long yen vol ahead of global market rout
Hedge funds and real money bought long yen volatility in the run-up to Monday’s turmoil
Vega peak was foothill in historic Nikkei selloff
JFSA scrutiny has curbed issuance of autocallables, so stock plunge generated light re-hedging
Coex Partners hires former Citi head of FX Apac sales
Matt Long joins Coex in Singapore to oversee FX execution and trading strategy for regional clients
FX venues improve ‘stickiness’, Citi review finds
Improvements in tech stability, execution quality and bespoke services appease users
Long shadow of Apollo looms over turmoil at Athora
Risk.net investigation reveals troubling picture of US asset manager’s European insurance project
IDB to expand contingent swap scheme in Latin America
New mechanism gives regional development banks cheaper FX rates with hedges linked to credit events
Hedge funds pile into euro systematic vol selling
Range-bound rates markets in Europe entice hedge funds to sell short-dated straddle positions
Covid halted variance trading. Can Cboe revive the market?
With liquidity in variance swaps drying up, traders may finally be ready to give futures a shot