CVA, Funding and Valuation for Derivatives Conference

marcus evans conferences

16 May 2012 - 18 May 2012

New York

Website: click here

Register: click here

$200 Discount for Automated Trader readers! Mention “Automated Trader” to Michelew@marcusevansch.com

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

Hear from Expert Speaker Committee including:

Michael Pykhtin, Senior Economist at the Federal Reserve Board

Suyan Liu, Head, CVA and Counterparty Risk, Quantitative Risk Control at UBS

Troy Ovitsky, Head, CVA Trading at Wells Fargo

Karin Bergeron, Director, CVA Trading and Financial Engineering at Scotia Capital

Ahmet Yetis, Director, Debt Capital Markets at Bayclays Capital