CVA, Clearing, and Basel III Capital Charges

New financial regulations including Dodd-Frank, Basel lll, MiFID ll and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. At this seminar, held in New York, industry speakers discussed how regulations result in changes regarding counterparty risk.

Speakers

  • Dmitry Pugachevsky, Director of Research - Quantifi 
  • Pramod Achanta, Partner, Capco
  • Tammy S. Greyshock, MD, Head of Counterparty Risk Management, Wells Fargo
  • Doug Warren, Portfolio Manager, BlueMountain Capital Management
  • Sol Steinberg, PRMIA Steering Committee

Agenda

  • New accounting standards, and trends
  • clearing and the complexity of collateral management
  • The implications of Basel III for CVA desks
  • How are banks hedging CVA now and in the future?
  • Approaches to dealing with wrong way risk
  • Funding Valuation Adjustment – part of the price or an extra cost?

 


 

CVA, Clearing & Basel III Capital Charges - Seminar Highlights

CVA, Clearing & Basel III Capital Charges - Intro

 

CVA, Clearing & Basel III Capital Charges - Key Issues in the OTC Markets

CVA, Clearing & Basel III Capital Charges - Challenges Facing the Industry

 

CVA, Clearing & Basel III Capital Charges  - CCPs and Collateral Management

CVA, Clearing & Basel III Capital Charges - Challenges Facing the Industry