CORDIS Project
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This project focuses on improving financial risk management through advanced mathematical modeling and computation of valuation adjustments for financial contracts. It aims to educate early-stage researchers on modern risk management techniques in collaboration with major banks and insurers.
This EID aims to address significant challenges arising from the mathematical modelling, numerical computation and risk management, in the form of valuation adjustments, of financial contracts.
Valuation adjustments represent a major focus of the on-going regulatory reform related to the recent global financial crisis. X-Value Adjustment (XVA) refers generally to these different valuation adjustments.
The purpose of XVA is two-fold:
To hedge possible losses due to a counterparty default event, a…
STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZOEK INSTITUTEN
Partner organizations (coordinator is shown above), with normalized type and CORDIS activity type. Guests see up to 4 partners.
Spain, La Coruna
Type: University / higher education
Activity type: Higher or Secondary Education Establishments
SME: No
Italy, Bologna
Type: University / higher education
Activity type: Higher or Secondary Education Establishments
SME: No
Belgium, Bruxelles / Brussel
Type: University / higher education
Activity type: Higher or Secondary Education Establishments
SME: No
Italy, Bologna
Type: Company (for-profit)
Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)
SME: No
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