Thursday, February 28, 2013 (3)

Feb 28, 2013
February 27, 2013
Wednesday
  • Capital Requirements for Investment Firms

  • Feb 27, 2013 to Mar 1, 2013
  • Location: Central London, Venue TBC
  • Description:

    Addressing Sector Specific Capital & Risk Management Challenges

    On the home front, the Regulator is becoming increasingly stringent. ICAAPs, wind-down analysis and stress testing are still being questioned alongside other key requirements - and their

  • Created by: Simone Turner
February 28, 2013
Thursday
  • A Quantitative Look at FVA - Theory and Implementation

  • Feb 28, 2013 from 11:00 to 12:00
  • Location: EST
  • Description:
    The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated since the practice began in 2008. Despite the debate, many quantitative practitioners wish to incorporate FVA into their derivative valuati
  • Created by: Cristin Riffle

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