How can FVA, DVA, CVA, hedging challenges and collateral requirements be combined in a modern derivatives trading business?
The new challenge of FVA, and the continuing challenges of DVA and CVA, means that trading behaviour and the nature of trades needs to be adapted to these valuation adjustments. Derivatives valuation has never been more complex with the impact of capital and collateral requirements as well the challenge of funding and debt optimisation. Trading, treasury and quants need to come together from across banks, large and small, to establish some sort of consensus over the highly charged derivative valuation debate.
Attending this premier marcus evans event will enable you to:
- Determine the precise definition of FVA
- Develop a pricing methodology for the incorporation of FVA
- Discuss the development of XVA
- Compare CVA and FVA hedging strategy
For more information about the event and to book your place please contact Daniel Schuster at d.schuster@marcusevansuk.com T: +357 22 849 308
Comments