Pricing IRDs: OIS Discounting, Risk, Operations and Audit 2014

  • 25-26 Mar 2014
  • Downtown Conference Center, New York City, NY, United States

Description

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

Past Events

Important

Please, check "Pricing IRDs: OIS Discounting, Risk, Operations and Audit" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance

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