Funding Valuation Adjustment: Present and Future Challenges 2014 is a course that covers topics such as:
- FVA and cost of hedging
- CVA desk and Treasury views of FVA
- How is the FVA defined and how to compute it
- The impact of the FVA at portfolio level and across the capital structure of the bank
- Emerging accounting standards for the FVA
- Is there double-counting between FVA and DVA / CVA?
- FVA optimisation and collateral trading strategies
- Internal auditing process for the FVA
Funding Valuation Adjustment: Present and Future Challenges 2014 brings together attendees involved in:
- CVA Trading
- Derivatives Trading
- Derivatives Documentation
- Derivatives Operations
- Directors, Fixed Income
- Derivatives Valuation/Pricing Models
- Quantitative Analysis
- Collateral Management
- Counterparty Credit Risk Management
- Risk Management
- Market Risk Management