Counterparty Risk: Funding and Discounting CVA and FVA 2014

Topics

• CVA, DVA and funding explained
• Calculate CVA using advanced methodologies
• How to optimise your corporate framework
• The interaction between risk management, capital calculation and CVA pricing

Who should Attend

Attendees responsible for:

• CVA Controller
• CVA Trading
• Head of Counterparty Risk Management
• Structured Credit Valuation/Trading
• Counterparty Risk Analyst
• Head of Collateral Management
• Derivative Operations
• Head of Credit Risk
• Credit Risk Management/Analytics
• Chief Risk Officer
• Quantitative Analyst
• Market Risk Management/Analytics
• Model Review
• CVA Modelling
• Internal Audit
• Model Validation
• Custody/Custodian
• Prime Brokerage
• Financial Risk
• Derivative Documentation Manager
• Enterprise Risk