Hosted by EY and Quantifi, this seminar in London covered a range of counterparty risk related topics including new accounting standards, development of OIS discounting, regulatory change and technology best practices.
Agenda
- New accounting standards, and trends in accounting for 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
Speakers
- Dmitry Pugachevsky, Director of Research, Quantifi (Moderator)
- Frank de Jonghe, Partner, Head of Quantitative Advisory Services, EMEIA, EY
- Tanveer Bhatti, MD, Head of Valuation Control and Analytics, Citi
- Duncan Richford, co-Head CVA/ Head Capital Optimisation in Markets, Commonwealth Bank of Australia