Pricing Challenges Ahead: Turning XVAs into Competitive Advantage

Re-cap
7 Apr 2015

Quantifi and Chappuis Halder & Cie hosted a joint seminar in Paris on 'Pricing Challenges Ahead: Turning XVAs into Competitive Advantage' focuses on business challenges and how CVA has evolved, the introduction of XVA and how firms are practically looking at what is required to manage xVA

Co-hosted by Quantifi and CH & Cie

Agenda

  • Regulations - a look back at CVA and next steps
  • xVA pricing from a client perspective
  • How banks are being organised to manage risk efficiently

 

Speakers

  • Rohan Douglas, CEO, Quantifi
  • Bertrand Billon, Partner, Chappuis Halder & Cie
  • Pascal Gibart, Head of Market Risk Quants, CACIB
  • Elsa Allman, International Banking Specialist, ACPR
  • Sébastien Lombart, Global Head of Scarce Resources Desk, SGCIB
  • Arnaud Lafosse Marin, Collateral Solutions - Global Markets, BNP Paribas
  • Christophe Drozo, CVA & FVA Project Manager, Natixis
  • Laurent-Olivier Valigny, Global Head Valuation Control, HSBC
  • Nicolas Ferrasse, Head of Counterparty Global Monitoring Group,Société Générale CIB