Quantifi Sponsors Marcus Evans 'CVA and Counterparty Risk' Conference 

Quantifi Sponsors Marcus Evans 'CVA and Counterparty Risk' Conference

2nd - 3rd February 2012

Quantifi is Business Development Partner at the 3rd Annual Conference 'CVA and Counterparty Risk: Furthering methodology for CVA in advance of the full implementation of Basel lll'

Dmitry Pugachevsky, Research Director, Quantifi to present and chair a panel discussion on:

Counterparty Risk: Beyond CVA

•         DVA and recent bank earnings

•         What is the source of DVA volatility

•         How to hedge DVA

•         FVA, its relation with DVA, and other funding issues

For further information please download information