The recently published consultative document ‘Review of the credit valuation adjustment (CVA) risk framework’ by the Basel lll Committee introduces new approaches for the calculation of regulatory capital. With focus on XVA stakeholders including desk traders, risk managers, finance and technology professionals, this webinar explores the new CVA risk framework based on FRTB and SA-CCR.
Webinars on-demand, interviews, videos from Quantifi’s events & more
Regulations in the form of Basel lll, EMIR, Dodd-Frank, MiFID, IFRS and IOSCO have altered the structure of the OTC markets. This has led banks to focus on pricing and managing costs in a consistent fashion at a trade, desk and business level. These changes are not just impacting sell-side firms.
Quantifi’s 3rd annual risk conference, at the Vintners’ Hall, London, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on ‘The Dynamics Driving OTC Markets’ including regulation, clearing, pricing and valuation, and risk management
Market reforms have resulted in deep and ongoing structural changes to the markets. While the changes have brought about challenges, they have also ushered in opportunities. The key to success will be the speed with which firms are able to adapt their business models and process to align with these changes.
Rob Goldstein, Director of Client Services talks about Quantifi’s latest release. Version 13 introduces a range of new enhancement including improved and extended front office trading and connectivity, superior data management and second generation margin analytics.
New financial regulations including Dodd-Frank, Basel, MiFID and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. These regulations significantly increased collateral requirements for cleared trades. This webinar explores the different capital costs arising from clearing and how they compare with costs for OTC trades.
Quantifi and Chappuis Halder & Cie hosted a joint seminar in Paris on ‘Pricing Challenges Ahead: Turning XVAs into Competitive Advantage. This seminar focused on business challenges and how CVA has evolved, the introduction of XVA and how firm are practically looking at what is require to manage XVA
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
Over 150 delegates gathered at Quantifi’s annual risk conference, in New York, 2014, for unique insight on areas impacting the OTC markets, including regulatory reforms and the implications for clearing, buy-side risk management, big data in financial services and counterparty risk and regulation.
Quantifi’s 2nd annual risk conference, 2014, at the historic Armourers Hall, London, attracted over 120 delegates from across the industry for a compelling afternoon of unique insights and discussion on ‘The Dynamics Driving OTC Markets’
Quantifi & Deloitte examine the influence of CVA and DVA on hedge effectiveness, the different approaches for testing hedge effectiveness and best practice for inclusion or exclusion of CVA and DVA in setting up hypothetical derivatives.
Financial institutions are making substantial progress in improving their Counterparty Credit Risk management practices. This is in response to changes in accounting rules and new prudential and market regulations, which have tightened substantially following the financial crisis. Collectively, these changes are having a deep impact on the market and the way firms price and manage the risk associated with derivatives.
With the introduction of IFRS 13, the requirements for calculating complex variables including CVA and DVA remain. In this webinar Deloitte and Quantifi talk about the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS13
Recent regulations significantly increased collateral requirements for cleared trades. This webinar, presented by Dmitry Pugachevsky, Quantifi, explores the different capital costs arising from clearing and compares them with the costs associated with OTC derivative trades.
Avadhut Naik, Quantifi, and Paul Rowady, TABB Group discuss the need for more holistic risk management on the buy-side and the next generation of portfolio management tools
Recent Basel III and Dodd-Frank regulations significantly increased collateral requirements, either for cleared or OTC trades. This webinar reviews the different capital costs arising from counterparty risk and from clearing and will compare different approaches and models.
This webinar analyses how capital requirements for counterparty credit risk management vary depending on an institution’s business model and also studies the conditions for effective management of counterparty credit risk
This webinar covers a number of areas relating to whether ‘To Clear or Not to Clear’, including the impact of regulatory reform on OTC clearing, margin efficiency for cleared OTC trades and Non-cleared capital costs: from FVA to Basel
Schedule a personalised demo today