Gerard Frewen, XVA Product Manager at Bloomberg, was interviewed by Alison Fletcher, a corporate treasury market specialist at Bloomberg LP, on increased interest in different valuation adjustments ...

Trading and risk management firm Quantifi has released a whitepaper to explain why large banks, such as Morgan Stanley, Bank of America and Citigroup, include credit valuation adjustments (CVA) and ...

So, here we go again – it’s the return of credit valuation adjustments (CVAs) and debit valuation adjustments (DVAs). In October and November, Euromoney pointed out how Wall Street’s largest ...

SS&C Technologies Holdings Inc. says one of the world’s leading hedge-fund advisors has outsourced its credit value adjustment operations to the South Windsor financial software and services vendor.