The World Post-XVA Implementation

Re-cap
13 Apr 2015

This joint seminar 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

Co-hosted by Quantifi & Deloitte

Agenda

  • How xVA influenced daily business management
  • How pricing for OTC derivatives has transformed
  • Bringing the two worlds together - the IFRS view and economic view

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

 

 

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