7th Annual Capital Allocation and Stress Testing Conference
- Feb 26, 2013 to Feb 28, 2013
- Location: Millennium Broadway Hotel
- Description:
As banks and financial institutions begin to fully transition to Basel III compliance, the increased capital requirements of the international accord are becoming an increased burden. Increased capital requirements have raised the cost of capital for
- Created by: Kara Drapala
Thursday, February 28, 2013 (3)
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
A Quantitative Look at FVA - Theory and Implementation
- Feb 28, 2013 from 11:00 to 12:00 UTC+01
- 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