Agenda
- 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?
Speakers
- 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
