All courses for every first-year Science student will be delivered online this fall. A limited number of students in their second, third and fourth years will return to campus for part of the semester.

PhiMac Seminar - Hassan Chehaitli - XVA and Systemic Risk



Speaker: Hassan Chehaitli (McMaster University)

Title: XVA and Systemic Risk

Abstract: XVA and Systemic risk might seem as two disjoint topics. Upon careful look into both of them we can see XVA and Systemic risk share some channels that communicate risk within the financial network. We will investigate XVA derivation assumptions and how it induces systemic risk.
Go Back
McMaster University - Faculty of Science | Math & Stats