Counterparty Risk and CVA, What's New?

Quantifi & PRMIA teamed up in London to present a seminar on counterparty risk & CVA where experienced practitioners discussed related matters including trends in setting up CVA processes, marginal CVA pricing practices, how are banks hedging CVA now and in the future, and regulatory priorities

 

Speakers

  • Jon Gregory, Consultant, Solum Financial
  • Kai Pohl, Head of CVA Trading, Societe Generale
  • Nathaniel Benjamin, Risk Specialists Division, FSA

Agenda

  • Current trends in setting up CVA processes
  • Marginal CVA pricing practices
  • How are banks hedging CVA now and in the future?
  • Regulatory priorities

 


 

Seminar Highlights

Robert McWilliam Introduces the Panel

 

Panel Discussion

Moderator David Kelly Reviews with the Panellists the top 10 Issues Surrounding CVA

 

Panel Discussion

 

 

 

Recommended Whitepapers and Articles

Managing Complexities of CVA, DVA and FVA​

Calculating CVA Capital Charges - Basel III

CVA, Clearing, and Basel III Capital Charges