Hola,
¿eres nuevo aquí?

Regístrate gratis y conecta tu empresa con financiación pública, partners y proyectos.

Tengo cuenta

Regístrate

Ver video

ABC-EU-XVA

Financiado

Cerrado

Valuation Adjustments for Improved Risk Management

"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 m... ver más

31/10/2022

NWO-I

2M€

Presupuesto del proyecto: 2M€

Líder del proyecto

STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZ... No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Fecha límite participación Sin fecha límite de participación.

Ver 12 Participantes

Financiación concedida El organismo H2020 notifico la concesión del proyecto el día 2022-10-31

MSCA-ITN-2018: Innovative Training Networks Objective:The Innovative Training Networks (ITN) aim to train a new generation of creative, entrepre...

I+D

Cerrada hace 7 años

0% 100% 100%

Características del participante

Este proyecto no cuenta con búsquedas de partenariado abiertas en este momento.

Información adicional privada

No hay información privada compartida para este proyecto. Habla con el coordinador.

12 Participantes

NWO-I

531.24K€ | Lider

BORGWARNER EMISSIONS SYSTEMS...

222.75K€ | Participante

BELFIUS BANK NV

N.D. | Participante

UNIBO

261.50K€ | Participante

Conecta tu I+D

¿Tienes un proyecto y buscas un partner? Gracias a nuestro motor inteligente podemos recomendarte los mejores socios y ponerte en contacto con ellos. Te lo explicamos en este video

Duración del proyecto: 49 meses Fecha Inicio: 2018-09-05
Fecha Fin: 2022-10-31

Líder del proyecto

STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZ... No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Presupuesto del proyecto 2M€

Fecha límite de participación Sin fecha límite de participación.

Descripción del proyecto "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, and to determine the amount of capital required by the institution under the new regulations. The ""X"" in XVA can be many letters, as institutions have to deal with CVA (credit value adjustment), FVA (funding value adjustment), KVA (capital value adjustment), MVA (margin value adjustment), etc. This is reflected in the EID's title. As these adjustments require deep understanding in terms of the mathematical modelling and efficient computation, we will work at the forefront and consider huge financial portfolios and different market scenarios, inclusing extreme cases. We thus wish to educate six ESRs in modern risk management and valuation adjustments, and we are in the unique setting that four major European banks, one major European insurer plus a major consulting company agreed to join efforts with five reputed academic beneficiaries, from Spain, Italy, Belgium and the Netherlands. The industry will host the ESRs for 18 months and will be active in the special organized Events. Next to advanced research projects for ESRs, we will set up a series of educational weeks in the form of summer- and winterschools, where different aspects of risk management and valuation adjustments, including wrong-way risk, collateralization, real world versus risk neutral measure simulations are discussed in detail. Tailored courses on entrepeneurship, on boosting the ESR's CVs, on management and proposal writing will give the ESRs a warm start of a successful career in the financial industry."

Conecta tu I+D

Entra hoy

¿Olvidó su contraseña?

Financiación

Empresas

CTIs/Universidades

Proyectos

Investigadores