CVA, Funding and Valuation for Derivatives Conference

Venue: New York City

Location: New York City, New York, United States

Event Date/Time: May 16, 2012 End Date/Time: May 18, 2012
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This conference will delve into the true practicalities of managing a CVA book, enabling delegates to discuss the best practice and implementation techniques to ensure profit through effective understanding of methodologies. Discover candid case studies and collate knowledge from industry leaders, returning to your desk certain of the derivatives funding and valuation space.

Attending this premiere conference will enable you to:
1. Examine the way forward with CVA calculation and implementation
2. Understand the role of DVA and the recent controversies related to it
3. Illuminate the differing methodologies and the search for an industry wide standard with CSA’s
4. Delve into recent case studies and example curves for OIS discounting
5. Realize the implications of Basel III and its capital requirements
6. Scrutinize the assumed triple A rating of clearinghouses as counterparties

Who Should Attend?
Chief Risk Officers
Head of CVA Desk/CVA Trading
Head of Counterparty Risk
Head of Derivative Funding
Head of Market Risk
Head of Quantitative Risk
Head of Credit Portfolio Strategy
Head of Exposure Management