WBS 2nd CVA Conference

20 Mar 2013 - 22 Mar 2013

Hosted by: WBS Events


Millennium Gloucester Hotel & Conference Centre, 4-18 Harrington Gardens, London, SW7 4LH

Tel: +44 (0)20 7373 6030

Areas Covered

The funding valuation adjustments (FVA) Debate, Capital Charges, Computation, Counterparty Credit Risk & Regulations  



Pre-Conference Workshop Day (Weds 20th March)

Credit Collateral & Funding: credit valuation adjustment (CVA), debt value adjustment (DVA), FVA & Beyond; CVA, Cost of Funding, Cost of Collateral, and Cost of Capital: Impact on Pricing and Business Optimization

Main Conference Day One (Thurs 21st March)

The FVA Debate Stream; Capital Charge, Computation, hedging & trading Stream

Dr. Dmitry Pugachevsky, Director of Research at Quantifi, talks about CVA and Basel III; Capital Charges

Main Conference Day Two (Friday 22nd March)

The FVA Debate Stream; Regulations, Clearing, Capital Charge & CCR Stream