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.
- 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
- 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?