Benedict Burnett

Barclays Investment Bank

5 The North Colonnade

London, Canary Wharf E14 4BB

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

568

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Risk Optimisation: Finding the Signal in the Noise

Risk Magazine, August 2016
Number of pages: 10 Posted: 26 May 2016 Last Revised: 22 Feb 2021
Benedict Burnett, Simon C O'Callaghan and Tom Hulme
Barclays Investment Bank, Barclays Investment Bank and Barclays Investment Bank
Downloads 394 (87,305)
Citation 4

Abstract:

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XVA, AAD, CVA, FVA, KVA, Monte Carlo Simulations, Optimisation, Entropy

2.

Hedging Valuation Adjustment: Fact and friction

Risk Magazine, February 2021
Number of pages: 14 Posted: 27 Nov 2020 Last Revised: 22 Feb 2021
Benedict Burnett
Barclays Investment Bank
Downloads 153 (224,722)

Abstract:

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XVA, CVA, FVA, MVA, Friction, Transaction costs, Hedging, Incomplete Markets, Derivatives, Valuation

3.

The Cost of Hedging XVA

Number of pages: 13
Benedict Burnett and Ieuan Williams
Barclays Investment Bank and affiliation not provided to SSRN
Downloads 21 (594,252)

Abstract:

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XVA, CVA, FVA, MVA, HVA, Friction, Transaction costs, Hedging, Incomplete Markets, Derivatives, Valuation