The FVA Debate Continued

by John Hull of University of Toronto, and
Alan White of University of Toronto

September 2012

Abstract: This article continues the debate about whether FVA should be charged when derivatives portfolios are valued.

Keywords: FVA, DVA, Derivatives.

Forthcoming in: Risk, Vol. 25.

Download paper (88K PDF) 3 pages

Related reading: Is FVA a Cost for Derivatives Desks?
Traders close ranks against FVA critics

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