Accounting for KVA and FVA in practice (in banking)

Kenyon, Richard (2018) Accounting for KVA and FVA in practice (in banking). In: 9th Annual Practical KVA and CVA Conference, 20th March 2018, London.

Slideshow Conference London 20 March 2018 live.pptx Download (182kB)

Abstract

Both KVA and FVA are part of the family of XVA adjustments to derivative valuations. This paper seeks to analyse and interpret the apparent lack of consistency and opacity in public financial reporting of these adjustments.

Item Type:	Conference or Workshop Item (Paper)
Dates:	Date Event 20 March 2018 Accepted
Subjects:	CAH17 - business and management > CAH17-01 - business and management > CAH17-01-08 - accounting
Divisions:	Faculty of Business, Law and Social Sciences > Birmingham City Business School
Depositing User:	Richard Kenyon
Date Deposited:	03 Aug 2018 08:45
Last Modified:	22 Mar 2023 11:49
URI:	https://www.open-access.bcu.ac.uk/id/eprint/6201

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