User:Junyuantoronto/Funding valuation adjustment

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Funding Valuatoin Adjustment

Funding valuatoin adjustment is an expected cost associated with the funding implication of a transaction.

A good discussion can be found in a paper by John Hull and Alan White.^[1]

References

^ The FVA Debate, Risk, 25th anniversary edition, July 2012, 83-85 [1]

External links

example.com

[1] The FVA Debate, Risk, 25th anniversary edition, July 2012, 83-85 [1]

[1]