Events

Over the last few years CVA has matured as a discipline: CVA desks have been established, and underlying quantitative assumptions and models have been addressed. The CVA discussion is now very much of a practical nature; how to manage the CVA function and incorporate the infrastructure within the bank is of pressing concern. There are additional questions around if and how banks should actively hedge CVA, how the CVA capital charge will impact the business of the CVA desk and how CVA should be dealt with in conjunction with DVA, FVA and LVA.

The conference provides participants the ideal opportunity to address these concerns and learn from our expert speaker panel of the optimal approach to tackle the challenges of the CVA function.