IFRS 13 - Accounting for CVA & DVA

With the introduction of IFRS 13, the requirements for calculating complex variables including CVA and DVA remain. In this webinar Deloitte and Quantifi talk about the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS13

Agenda

  • Challenges and implications of measuring financial instruments under IFRS 13
  • Review of the different Fair Value Adjustements - CVA/ DVA/ FVA
  • Risk factors and requirements for calculating CVA, DVA & FVA (XVA)

 

Presenters

  • Dr. Dmitry Pugachevsky, Director of Research, Quantifi
  • Dr. Roman Bedau, Consultant, Deloitte

 

 

 

"A comprehensive evaluation of bilateral CVA needs to take into account the time dependent dynamics of the derivatives’ market values as well as an estimate for the probability of default of both contractual partners."

Dr. Roman Bedau, Consultant, Deloitte

 

 

Recommended Whitepapers and Articles

IFRS13: The Implications for Hedge Accounting

CVA, DVA and Hedging Earnings Volatility

A First View on the New CVA Risk Capital Charge

CVA, DVA and Bank Earnings