The xVA Challenge

JCamp6780

New Member
Subscriber
Does anyone know which of these two are out of date for the May 2022 exam? The study notes and question set appear to cover different chapters/topics?
TIA

Chapters in the study notes:
Chapter 3. Counterparty Risk and Beyond
Chapter 6: Netting, Close-out, and Related Aspects
Chapter 7. Margin (Collateral) and Settlement
Chapter 11. Future Value and Exposure
Chapter 17. Credit Value Adjustment (CVA)
Chapters in the question set:
Chapter 4: Counterparty Risk
Chapter 5: Netting, Close-out and Related Aspects
Chapter 6: Collateral
Chapter 7: Credit Exposure and Funding
Chapter 9: Counterparty Risk Intermediation
Chapter 14:Credit and Debt Value Adjustments
Chapter 17: Wrong Way Risk
 

Rblc

Member
The study notes are correct. Some chapters were merged in Gregory's 4 edition even though the concepts remain the same. The one you are looking at is the 3rd edition.

You should look to the LO comparison sheet @Nicole Seaman compiles

I have a soft copy of the 4 edition i can provide if you want it.
 
Top