
This podcast with Dr. Jon Gregory is about ColVA - or why Jon does not call it ColVA. In essence, it explores what happens when you have the right to post collateral in multiple currencies against a derivatives position.
If you'd like to learn more, we've included our Valuation Adjustments: The XVA Challenge course below:
https://londonfs.com/course/Valuation-Adjustments-XVA-Challenge
At London Financial Studies we concentrate exclusively on capital markets. You can access our full course calendar here: https://londonfs.com/calendar/London
Follow us on LinkedIn: https://uk.linkedin.com/company/london-financial-studies