Risk | July 29, 2016 | Nazneen Sherif

Banks are turning their attention to calculating a new derivatives valuation adjustment. Satyam Kancharla comments: "The initial margin is higher for non-cleared trades compared with cleared trades. For OTC non-cleared trades, you are talking about a significant MVA number, often several multiples of the bid/offer spread." Read the full story on Risk.net.
 

Risk | MVA: swaps scale new heights in complexity

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