Get the app
public
ios_share
Quantcast – a Risk.net Cutting Edge podcast
chevron_right
Matthias Arnsdorf – 24/11/20
Nov 27, 2020
28:48
forum
Ask episode
play_arrow
Play
view_agenda
Chapters
auto_awesome
Transcript
info_circle
Episode notes
Matthias Arnsdorf talks about how to adjust the capital valuation adjustment. The JP Morgan quant proposes an alternative calculation that would reduce the charge by an order of magnitude.
