Making Strides in Counterparty Credit Risk

18 Mar 2013

Quantifi and EY, as well as 90+ delegates from across the industry gathered to share practices on how firms, in response to changing accounting rules, and new prudential and market regulations, are making substantial progress in improving their counterparty credit risk management practices.  These changes have driven the industry to invest significantly in better pricing and reporting capability, and in the active management of counterparty credit risk

Co-hosted by Quantifi & EY


  • CVA, DVA and FVA
  • Developments in OIS Discounting and Collateral Management
  • Impact of regulatory changes around Counterparty credit risk and CVA
  • counterparty risk Technology: best practices and implementation challenges


  • Dmitry Pugachevsky, Director of Research, Quantifi 
  • Frank de Jonghe, Partner, EY
  • Tanveer Bhatti, Head of Valuation Control and Analytics, Citi
  • Duncan Richford, co-Head CVA, Commonwealth Bank of Australia


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