New Pricing Paradigms

28 Apr 2014

Which financial strategies should firms adopt in response to derivatives valuation developments? From CVA to Central Counterparty Clearing (CCP) frontloading. Quantifi, Equinox-Cognizant, HSBC, AXA-IM and Vivescia, as well as 70+ senior practitioners from leading financial institutions, regulators and other market participants gathered for a morning of unique insights and discussion on New Pricing Paradigm: Fair Value and Risk Adjusted.

Co-hosted by Quantifi and Equinox-Cognizant



  • Market Evolutions in Derivatives Pricing & Valuations: A Sell Side Perspective
  • The Transition from a Bilateral to Centrally Cleared Environment
  • How Clients are adapting to the New Derivatives Landscape – buy-side & Corporate Perspectives


  • Laurent-Olivier Valigny, Group Head of Product Valuation Group, HSBC
  • Kim Benni, Head of Risk, Vivescia
  • Emmanuel Rolland, COO of Derivatives Management Team, AXA-IM
  • Serge Malka, Partner, Equinox-Cognizant 
  • Rohan Douglas, CEO, Quantifi