CVA (credit value adjustment), DVA (dedit value adjustment) and funding explained (Implement a Counterparty Risk system in your organisation and Know how to manage CVA risk
Understand wrong way risk - Calculate CVA using advanced methodologies
Determine how to optimise your corporate framework
Distinguish the interaction between risk management, capital calculation and CVA pricing
Who should Attend
Attendees interested in:
Establishing or improving their own CVA and FVA (Funding valuation adjustment) analytics and trading function
Improving their knowledge in the key areas of managing, modelling and hedging counterparty risk
The fundamentals of the active management of counterparty risk
Past Events
Counterparty Risk: Funding and Discounting CVA & FVA 2014 - 12-13 Mar 2014, Downtown Conference Center, New York City, New York, United States (42235)
Important
Please, check "Counterparty Risk: Funding and Discounting CVA & FVA" official website for possible changes, before making any traveling arrangements
