Pricing IRDs: OIS Discounting, Risk, Operations and Audit 2014 is a course that covers topics such as:
- Using of OIS Discounting, impact of pricing methodology and support functions
- Operational challenges of managing collateral and margin in a CVA sensitive world
- What FVA is, why it is important in pricing, and the arguments for and against charging FVA on uncollateralised positions
- Why CVA has become a central part of dealers` derivatives operations, and how it can be priced accurately
- The impact of these many challenges on middle office and back office trading functions, particularly in regard to collateral and margin
- The objectives of hedging CVA and FVA, and the role of the CVA/FVA desk
- The long term risk, compliance and audit requirements for market participants
Pricing IRDs: OIS Discounting, Risk, Operations and Audit 2014 brings together attendees responsible for:
- Derivatives Middle Office
- Rates Trade Support
- Derivatives Finance/Funding
- Derivatives Back Office
- Derivatives Legal
- Treasury
- Compliance
- Derivatives Technology
- Market Risk Manager
- Internal Audit
- Credit/Counterparty Risk Manager