CVA, Funding and Valuation for Derivatives Conference 2012

The CVA, Funding and Valuation for Derivatives Conference 2012 covers topics such as:

• Setting up a CVAS desk, the theory, the practice and effective management techniques
• The implications of Basel III regulation for CVA desks
• Pricing and mitigation of CVA: Numerical aspects and empircla evidence
• Valuation in the OIS discounting space

The CVA, Funding and Valuation for Derivatives Conference 2012 brings together Chief Risk Officers and Heads of Trading Desk, CVA Desk/CVA Trading, Derivative Funding, Counterparty Risk, Quantitative Risk/Quantitative CVA, Market Risk, Exposure Management, Credit Portfolio Strategy/Analytics, Collateral Trading and Valuation From Energy Trading, Banks and Asset Managers.