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.