WBS 3rd CVA Conference

18 Mar 2014

Quantifi presented 'To Clear or Not to Clear - Optimising Capital Costs'. This conference provided intuitive insight into the latest practical aspects of The CVA desk: Reviewing the impact of regulatory changes & capital charges, XVA management, pricing adjustments & desk organization and the latest pricing, trading & modelling techniques as well as a more holistic view of the whole process.


To Clear or Not to Clear

  • Regulation and its impact on clearing
  • Initial and variation margins
  • Credit risk capital charges
  • OTC trade profitability analysis
  • CCP selection



Dmitry Pugachevsky, Director of Research, Quantifi

More information WBS