Ever since the GFC, the spotlight has been shone on capital requirements of banks, and market makers have been pressured to make pricing adjustments to their financial instruments and products. Attention now is fully focused on the valuation adjustments of derivatives. These valuation adjustments – collectively known as XVA, are constantly being reviewed, best practices on how to implement them are being debated on, and theoretical pricing models are being scrutinized for their practicality. If banks cannot price their derivatives and products competitively, they will face the possibility of losing market share and potentially having to exit the market entirely. Marcus Evans invites you to join the Derivative Funding and Valuation from 20th to 22nd March 2017 in Singapore. Among the topics that will be discussed include how new margin rules will impact derivative valuation and pricing, the implications of KVA for your derivatives desks, latest best practice and updates on FVA, funding and other valuation adjustments and many more.

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