Managing the Complexities of CVA, DVA and FVA

21 May 2013

New financial regulations including Basel lll, MiFID ll and Dodd-Frank are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. FVA is the latest in a triad of valuation adjustments (CVA, DVA, FVA) which has to be taken into account when profitability of a trade is estimated.

Co-hosted by: Quantifi & PRMIA


British Bankers' Association
Pinners Hall
105-108 Old Broad Street
London, EC2N 1EX

Areas Covered


  • Dmitry Pugachevsky, Director of Research, Quantifi 
  • Paul Lawton, CVA Trading Professional, ex-BNP Paribas
  • Andrew Green, Head of Quantitative Credit Developments, Lloyds Banking Group
  • Simon O’Callaghan, CVA Risk Manager, Barclays


6.00 p.m. Registration

6:30 p.m. Panel Discussion

7.30 p.m. Interactive Q&A Session

8.00 p.m. Cocktail Reception