Funding Valuation Adjustment: Present and Future Challenges 2014

Topics

• FVA and cost of hedging
• CVA desk and Treasury views of FVA
• How is the FVA defined and how to compute it
• The impact of the FVA at portfolio level and across the capital structure of the bank
• Emerging accounting standards for the FVA
• Is there double-counting between FVA and DVA / CVA?
• FVA optimisation and collateral trading strategies
• Internal auditing process for the FVA

Who should Attend

Attendees involved in:

• CVA Trading
• Derivatives Trading
• Derivatives Documentation
• Derivatives Operations
• Directors, Fixed Income
• Derivatives Valuation/Pricing Models
• Quantitative Analysis
• Collateral Management
• Counterparty Credit Risk Management
• Risk Management
• Market Risk Management