PhiMac Seminar - Hassan Chehaitli - XVA and Systemic Risk

Description

HH/410

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.
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McMaster University - Faculty of Science | Math & Stats