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Asia Risk Congress 2017: The new XVA challenge

Video interview: Fabio Mercurio, Bloomberg

Fabio Mercurio, global head of quantitative analytics at Bloomberg discusses risk management and valuation adjustment for derivatives

Fabio Mercurio, global head of quantitative analytics at Bloomberg discusses risk management and valuation adjustment (XVA) for derivatives, outlining the greatest risks facing the industry in the world of XVA and how Bloomberg can aid its development in Asia.

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