Counterparty Risk: Funding and Discounting CVA & FVA 2014

  • 12-13 Mar 2014
  • Downtown Conference Center, New York City, NY, United States

Description

Counterparty Risk: Funding and Discounting CVA & FVA 2014 is a seminar that covers topics such as:

  • CVA (credit value adjustment), DVA (dedit value adjustment) and funding explained (Implement a Counterparty Risk system in your organisation and Know how to manage CVA risk
  • Understand wrong way risk - Calculate CVA using advanced methodologies
  • Determine how to optimise your corporate framework
  • Distinguish the interaction between risk management, capital calculation and CVA pricing

Counterparty Risk: Funding and Discounting CVA & FVA 2014 brings together attendees interested in:

  • Establishing or improving their own CVA and FVA (Funding valuation adjustment) analytics and trading function
  • Improving their knowledge in the key areas of managing, modelling and hedging counterparty risk
  • The fundamentals of the active management of counterparty risk

Past Events

Important

Please, check "Counterparty Risk: Funding and Discounting CVA & FVA" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Risk Management

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