Agenda
- Challenges and Implications of Measuring Financial Instruments under IFRS13
- Review of the different Fair Value Adjustments – CVA/DVA/FVA
- Impact of Valuation Adjustments& OIS discounting on Hedge Accounting
- Risk Factors and Requirements for Calculating CVA, DVA, FVA (XVA)
Presenters
- Dr. Dmitry Pugachevsky, Director of Research, Quantifi
- Searle Silverman, Consultant, Deloitte
- Philip van den Berg, Consultant, Deloitte