#	Pagina
attuale pagina	/open-h2020/projects/217995/index.html
-1	/open-h2020/projects/205033/index.html
-2	/open-h2020/projects/199747/index.html
-3	/open-h2020/projects/227207/index.html

Opendata, web and dolomites

ABC-EU-XVA SIGNED

Valuation Adjustments for Improved Risk Management

Total Cost €

EC-Contrib. €

Partnership

Views

ABC-EU-XVA project word cloud

Explore the words cloud of the ABC-EU-XVA project. It provides you a very rough idea of what is the project "ABC-EU-XVA" about.

neutral courses setting cva fold regulatory writing consulting weeks market capital event efforts letters wish reflected educate crisis counterparty italy plus numerical spain default esr wrong financial hedge contracts computation kva losses career insurer title 18 adjustment academic form adjustments refers regulations forefront inclusing boosting six summer esrs special series purpose successful global warm events discussed deal risk deep fva reform simulations extreme cvs months valuation portfolios active generally mathematical give join world arising start versus efficient banks beneficiaries entrepeneurship mva company agreed margin netherlands host educational collateralization amount industry scenarios belgium reputed credit modern winterschools xva eid huge

Project "ABC-EU-XVA" data sheet

The following table provides information about the project.

Coordinator	STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZOEK INSTITUTEN Organization address address: WINTHONTLAAN 2 city: UTRECHT postcode: 3526 KV website: www.fom.nl contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.
Coordinator Country	Netherlands [NL]
Total cost	1˙550˙869 €
EC max contribution	1˙550˙869 € (100%)
Programme	1. H2020-EU.1.3.1. (Fostering new skills by means of excellent initial training of researchers)
Code Call	H2020-MSCA-ITN-2018
Funding Scheme	MSCA-ITN-EID
Starting year	2018
Duration (year-month-day)	from 2018-11-01 to 2022-10-31

Partnership

Take a look of project's partnership.

#	participants	country	role	EC contrib. [€]
1	STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZOEK INSTITUTEN STICHTING NEDERLANDSE WETENSCHAPPELIJK ONDERZOEK INSTITUTEN Organization address address: WINTHONTLAAN 2 city: UTRECHT postcode: 3526 KV website: www.fom.nl contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	NL (UTRECHT)	coordinator	531˙239.00
2	UNIVERSIDADE DA CORUNA UNIVERSIDADE DA CORUNA Organization address address: CALLE DE LA MAESTRANZA 9 city: LA CORUNA postcode: 15001 website: http://www.udc.es contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	ES (LA CORUNA)	participant	501˙809.00
3	ALMA MATER STUDIORUM - UNIVERSITA DI BOLOGNA ALMA MATER STUDIORUM - UNIVERSITA DI BOLOGNA Organization address address: VIA ZAMBONI 33 city: BOLOGNA postcode: 40126 website: www.unibo.it contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	IT (BOLOGNA)	participant	261˙499.00
4	UNIVERSITE LIBRE DE BRUXELLES UNIVERSITE LIBRE DE BRUXELLES Organization address address: AVENUE FRANKLIN ROOSEVELT 50 city: BRUXELLES postcode: 1050 website: www.ulb.ac.be contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	BE (BRUXELLES)	participant	256˙320.00
5	ABANCA CORPORACION BANCARIA, SA ABANCA CORPORACION BANCARIA, SA Organization address address: CALLE CANTON CLAUDIO PITA, 2 BETANZ city: A CORUNA postcode: 15300 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	ES (A CORUNA)	participant	0.00
6	BANCO SANTANDER SA BANCO SANTANDER SA Organization address address: PASEO DE PEREDA 9 AL 12 city: CANTABRIA postcode: 39004 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	ES (CANTABRIA)	participant	0.00
7	BELFIUS BANQUE SA BELFIUS BANQUE SA Organization address address: KAREL ROGIERPLEIN 11 city: BRUXELLES postcode: 1210 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	BE (BRUXELLES)	participant	0.00
8	COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA Organization address address: CROESELAAN 18 city: UTRECHT postcode: 3521 CB website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	NL (UTRECHT)	participant	0.00
9	TECHNISCHE UNIVERSITEIT DELFT TECHNISCHE UNIVERSITEIT DELFT Organization address address: STEVINWEG 1 city: DELFT postcode: 2628 CN website: www.tudelft.nl contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	NL (DELFT)	participant	0.00
10	UNIPOL GRUPPO FINANZIARIO SPA UNIPOL GRUPPO FINANZIARIO SPA Organization address address: VIA STALINGRADO 45 city: Bologna postcode: 40128 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	IT (Bologna)	participant	0.00
11	ALMIS INFORMATICA FINANCIERA ALMIS INFORMATICA FINANCIERA Organization address address: Obispo Otaduy, 25 city: Oñati postcode: 20560 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	ES (Oñati)	partner	0.00

Map

Project objective

'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.'

Are you the coordinator (or a participant) of this project? Plaese send me more information about the "ABC-EU-XVA" project.

For instance: the website url (it has not provided by EU-opendata yet), the logo, a more detailed description of the project (in plain text as a rtf file or a word file), some pictures (as picture files, not embedded into any word file), twitter account, linkedin page, etc.

Send me an email (fabio@fabiodisconzi.com) and I put them in your project's page as son as possible.

Thanks. And then put a link of this page into your project's website.

The information about "ABC-EU-XVA" are provided by the European Opendata Portal: CORDIS opendata.