IFRS 13 - Accounting for CVA & DVA

Re-cap
8 Jul 2014

With the introduction of IFRS 13, the requirements for calculating complex variables including CVA and DVA remain. This webinar ‘IFRS 13 – Accounting for CVA & DVA’ looked at the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS 13

Co-hosted by Quantifi & 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."

 


 

Agenda

  • Measuring financial instruments under IFRS 13
  • Review of the different fair value adjustments 
  • Risk factors specific to model-based fair value measurements
  • Concepts for calculating complex variables: xVA

Speakers

  • Dr. Dmitry ​Pugachevsky, Director of Research, Quantifi
  • Dr. Roman Bedau, Consultant, Deloitte & Touche GmbH

 

View Webinar Recording