The GFMI CVA, Funding and Valuation for Derivatives Conference, May 16-18, 2012 in NYC will enable attendees to:
1. Examine the way forward with CVA calculation and implementation
2. Understand the role of DVA and the recent controversies related to it
3. Illuminate the differing methodologies and the search for an industry wide standard with CSA’s
4. Delve into recent case studies and example curves for OIS discounting
5. Realize the implications of Basel III and its capital requirements
6. Scrutinize the assumed triple A rating of clearinghouses as counterparties
Hear from Expert Speaker Committee including:
Michael Pykhtin, Senior Economist at the Federal Reserve Board
Suyan Liu, Head, CVA and Counterparty Risk, Quantitative Risk Control at UBS
Troy Ovitsky, Head, CVA Trading at Wells Fargo
Karin Bergeron, Director, CVA Trading and Financial Engineering at Scotia Capital
Ahmet Yetis, Director, Debt Capital Markets at Bayclays Capital
Daniel Almeida, Vice President, Head, Latin America Risk Management at ING Investment Management
With limited seating available, make sure to book your seat today! You can register online: http://www.mefinance.com/CVA_GRC or contact Michele Westergaard at Michelew@marcusevansch.com for more information.
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