Resource Management, Regulation, Accounting of xVA

Closed
24 Mar 2014

Quantifi, EY, Commerzbank and BaFin, as well as over 70+ senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on Resource Management, Regulation, Accounting of xVA

Co-hosted by Quantifi & EY

 

Agenda

  • Resource Management of XVA
  • Regulatory Requirements and Accounting 
  • Evolution and Approches to XVA
  • Current Challenges in XVA Calculations

Speakers

  • Dr Dmitry ​Pugachevsky, Director of Research, Quantifi
  • Shankar Mukherjee, Director, EY
  • Martin Eberhardt, Head of Front Office Risk & Portfolio Optimisation, Commerzbank AG
  • Hansjoerg Schmidt, Analyst, BaFin