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

Regulations – What else?

  • Have we gone too far in regulating capital markets activities?
  • A step ahead: more regulations, more controls or towards an integrated regulatory framework

Pricing and XVAs – All-in

  • Economic Value vs Market Value: the reality of the trading floor
  • Early adopters vs Followers: lessons learnt

XVAs – An organization shaker?

  • Central desk or silos?
  • Role of risk managers and product controllers

“It’s one of these events where you realise that you are never facing these challenges alone and therefore exchanging views is always an enriching experience”

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

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Whitepapers

How to Accelerate XVA Performance

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored.

Case Studies

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market. Headquartered in Athens, with 18,500 employees across 8 countries, Piraeus Bank Group offers a full range of financial products and services to approximately 5.6 million customers. Total assets of the Group amounted to €82.2 billion, net loans to €48.3 billion and customer deposits to €39.3 billion on September 30, 2016.

News

Quantifi & EY Seminar Reveals Challenges and Benefits of XVA

Quantifi hosted a joint seminar with EY in Frankfurt. Senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on XVA (CVA, DVA, FVA).

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