Quantifi and Deloitte's joint seminar 'The World Post-XVA Implementation' focussed on the impacts of XVA on OTC markets including the influence on daily business management and how pricing for OTC derivatives has been transformed
- How has XVA influenced daily business management and the ability to steer the business?
- P&L volatility, RWA optimisation, hedging, processes for backloading, and limit management
- Bringing the two worlds together - the IFRS view and the economic view.
- Rating based PD's vs Market Implied PD's, PD mapping approaches, Pricing FVA: Do or Don't?
- Rohan Douglas, CEO, Quantifi
- Mario Schlener, Director, Deloitte
- Dirk Talkenberger, Head of risk management Market, DekaBank
- Birgitta Drwenski, Head of Pricing and Analysis Team, FIC, CVA Trading & Risk Optimisation, Commerzbank
- Rainer Overbeck, Head of Structured Credit Trading, DZ Bank
- Jeremy Vice, Managing Director, Head of CVA Trading, Unicredit
Recommended Whitepapers and Articles
Pricing Challenges Ahead: Turning XVAs into Competitive Advantage
Sell-Side Risk Management, Chartis RiskTech Quadrant®
FRTB: Moving Towards a Practical Implementation