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Valuation Adjustments for Improved Risk Management

Descripción del proyecto

Ajustar los valores reales de los activos de manera más precisa con modelos mejorados

Las aseguradoras, los bancos, las economías mundiales e, incluso, las personas celebran contratos de derivados o financieros con otras partes que obtienes sus valores o precios a partir de activos subyacentes. Estos no son estáticos y, en el particularmente incierto panorama económico de los mercados actuales, los ajustes de valoración son cada vez más importantes en la gestión moderna del riesgo financiero. Los ajustes de valoración relativos al precio del comercio de derivados tienen en cuenta distintos riesgos, fondos, capitales y otros factores. Con el apoyo de las Acciones Marie Skłodowska-Curie, en el proyecto ABC-EU-XVA se forma a una nueva generación de investigadores en ajustes de valoración y gestión de riesgo moderno centrándose en los cálculos y modelos matemáticos subyacentes.

Objetivo

"This EID aims to address significant challenges arising from the mathematical modelling, numerical computation and risk management, in the form of valuation adjustments, of financial contracts. Valuation adjustments represent a major focus of the on-going regulatory reform related to the recent global financial crisis. X-Value Adjustment (XVA) refers generally to these different valuation adjustments. The purpose of XVA is two-fold: To hedge possible losses due to a counterparty default event, and to determine the amount of capital required by the institution under the new regulations. The ""X"" in XVA can be many letters, as institutions have to deal with CVA (credit value adjustment), FVA (funding value adjustment), KVA (capital value adjustment), MVA (margin value adjustment), etc. This is reflected in the EID's title. As these adjustments require deep understanding in terms of the mathematical modelling and efficient computation, we will work at the forefront and consider huge financial portfolios and different market scenarios, inclusing extreme cases.

We thus wish to educate six ESRs in modern risk management and valuation adjustments, and we are in the unique setting that four major European banks, one major European insurer plus a major consulting company agreed to join efforts with five reputed academic beneficiaries, from Spain, Italy, Belgium and the Netherlands. The industry will host the ESRs for 18 months and will be active in the special organized Events.

Next to advanced research projects for ESRs, we will set up a series of educational weeks in the form of summer- and winterschools, where different aspects of risk management and valuation adjustments, including wrong-way risk, collateralization, real world versus risk neutral measure simulations are discussed in detail. Tailored courses on entrepeneurship, on boosting the ESR's CVs, on management and proposal writing will give the ESRs a warm start of a successful career in the financial industry."

Ámbito científico (EuroSciVoc)

CORDIS clasifica los proyectos con EuroSciVoc, una taxonomía plurilingüe de ámbitos científicos, mediante un proceso semiautomático basado en técnicas de procesamiento del lenguaje natural.

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Coordinador

STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZOEK INSTITUTEN
Aportación neta de la UEn
€ 531 239,76
Coste total
€ 531 239,76

Participantes (9)

Socios (1)