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
Recommended Whitepapers and Articles
Managing Complexities of CVA, DVA and FVA
Calculating CVA Capital Charges - Basel III
CVA, Clearing, and Basel III Capital Charges