Tom Riesack has not received any gifts yet
A common theme emerged on the first day at the Global Derivatives Trading and Risk Management Conference. CVA, DVA and FVA (but also a number of other components) have found their way into pricing and valuation models of financial institutions after the financial crisis of 2008.
After a macro-economic assessment by David Nowakowski of Roubini Global Econmics, which drew a somewhat grim picture with especially China being in slow-down, famed John Hull took up the stage to speak about…Continue
When listening to the presenters on the “Portfolio Optimisation & Quantitative Investment Summit” at the Global Derivatives Trading and Risk Management event in Amsterdam one could draw such a conclusion.
Another is: “Do not worry!”, because, not least due to the 2008 crisis, risk management models and portfolio construction models have evolved and still allow for a decent return when managed thoroughly and correctly.
Some of the themes that emerged were around the…Continue
With ESMA’s (European Securities and Markets Authority) regulatory technical standards (RTS) codifying the European Market Infrastructure Regulation (EMIR) into an applicable set of rules entering into force on 15 March 2013, the implementation timeline for EMIR has now become much clearer.
The CCP registration process
Under EMIR CCPs…
After EMIR, Basel III and Dodd Frank, MiFID II is now on the horizon. Are you keeping up with the latest regulatory developments in the market?
Alarmed by the impact of the latest financial crisis, regulators globally have released a set of new regulations. While most financial institutions are already working diligently on the implementation of EMIR, Basel III and Dodd Frank, the change in the EU Council presidency to Ireland and the current…Continue