XVA Master Class by Massimo Morini
This course can be purchased in 9 individual sections, in an individual day format or the full 2 day course together
XVA Master Class by Massimo Morini: #1 - Introduction
XVA Master Class by Massimo Morini: #2 - CSA Discounting and Multicurve
XVA Master Class by Massimo Morini: #3 - CVA and DVA Foundations
XVA Master Class by Massimo Morini: #4 - The FVA Debate
XVA Master Class by Massimo Morini: #5 - FVA vs KVA (and EVA)
XVA Master Class by Massimo Morini: #6 - CVA: Models
XVA Master Class by Massimo Morini: #7 - Model Risk in correlation of default events
XVA Master Class by Massimo Morini: #8 - More on Capital and Prudent Valuation
XVA Master Class by Massimo Morini: #9 - Hull, Sokol and White & Initial Margin
XVA Master Class by Massimo Morini: Part 1
XVA Master Class by Massimo Morini: Part 2