Quantifi NY Seminar - Counterparty Risk and CVA, What's New?

Quantifi & PRMIA again teamed up to present an interactive seminar on Counterparty Risk & CVA where experienced practitioners discussed related matters:

The OTC markets are going through significant changes, many of which are driven by counterparty risk concerns. In this new environment, banks are transitioning their business models, generally moving away from capital intensive businesses and shifting decision making authority from the trading desks to central risk management groups, including CVA desks. With so many moving parts and the inherent complexity, best practices for counterparty risk management are still evolving. Should counterparty risk be managed at the desk level or by a central CVA desk? Should banks attempt to hedge CVA or rely on economic capital reserves?


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