CVA

[rickm123]

Hi David:
Any vidoes on CVA as I am having trouble grasping the concept

thanks

Rick

 

[Suzanne Evans]

Hi David:
Any vidoes on CVA as I am having trouble grasping the concept

thanks

Rick

Hi Rick,

If you do a search for CVA under the how-to section, this is the search results that I get: http://www.bionicturtle.com/search/038a053aef3d5be9f2ebb60c86f654d1/

If you look under the titles, you will see some of them directly relate to CVA. I hope that helps.

Thanks,
Suzanne

 

[David Harper CFA FRM]

We are definitely covering CVA in the credit risk videos (the Canabarro assignment, in my opinion, in the best introduction that the FRM has yet assigned)

 

[rickm123]

Hi Rick,

If you do a search for CVA under the how-to section, this is the search results that I get: http://www.bionicturtle.com/search/038a053aef3d5be9f2ebb60c86f654d1/

If you look under the titles, you will see some of them directly relate to CVA. I hope that helps.

Thanks,
Suzanne

this like has nothing thx

 

[rickm123]

this like has nothing thx

link sorry

 

[rab_1977]

Hi rickm123,

I just finished watching this Credit Risk video (see link below) from 2011, the second half of which covers the Canabarro reading that David mentioned. I was a little confused myself after doing the reading alone, but the video helped clear up a lot of the concepts for me. Hope this helps.

http://bionicturtle.com/how-to/video/2011-credit-risk-video-tutorials-l2.t6

 

[David Harper CFA FRM]

Rick,

Suzanne's just trying to help with a forum search. Per the schedule, I am working on some good coverage when I get to credit risk. And we just published the associated PQ PDF @
http://www.bionicturtle.com/how-to/...unterparty-risk-lessons-re-learned-canabarro/

 

[David Harper CFA FRM]

Rab, thanks for your comment, and that only covers the 2011 CVA assignment, which wasn't very good frankly. The new 2012 Canabarro (Pricing and Hedging Counterparty Risk: Lessons Re-Learned?) is, in my opinion, a much more helpful (due to the concrete examples) introduction and I really am looking forward to a better introduction in the upcoming 2012 update. Thanks,