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
Dmitry Pugachevsky, Quantifi, and Alex Tabb, Group Partner and COO, TABB discuss the possibility for regulatory arbitrage between the US and European markets, the impact the new rules will have on the cost of initial margin for exchange-traded derivatives, and how this will drive firms’ decisions on which products to trade
Quantifi Version 11.0 included significant improvements across Quantifi’s entire product suite. Continuing Quantifi’s on-going commitment to clients, V11.0 delivers the tools needed to stay abreast of regulatory and accounting demands including central clearing, Basel III, EMIR, Dodd-Frank and IFRS 13.
New financial regulations including Dodd-Frank, Basel lll, MiFID ll and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives. At this seminar, held in New York, industry speakers discussed how regulations result in changes regarding counterparty risk.
The global financial crisis brought counterparty credit risk and CVA very much into the spotlight, this webinar explores the capital charges under the two regimes, the capital relief that can be achieved and the potential to reduce the capital charges via eligible hedges.
Senior practitioners discuss changes in the OTC markets due to new regulations and the impending Basel lll capital accord. This Quantifi seminar explores how banks are transitioning their business models, generally moving away from capital intensive businesses and shifting decision making authority from the trading desks to central management groups.
Regulation including Dodd-Frank, Basel lll, MiFID ll and EMIR are increasing the cost of capital and driving the need to more accurately measure the risks and profitability of OTC derivatives.
Quantifi & PRMIA teamed up in New York to present an interactive seminar on counterparty risk & CVA where experienced practitioners discussed related matters including trends in setting up CVA processes, marginal CVA pricing practices, how are banks hedging CVA now and in the future and regulatory priorities.
Quantifi explores the challenges and trends in counterparty risk management by tracing typical workflows within a global bank before and after CVA desks, and how increased clearing affects these workflows
Quantifi & PRMIA teamed up in London to present a seminar on counterparty risk & CVA where experienced practitioners discussed related matters including trends in setting up CVA processes, marginal CVA pricing practices, how are banks hedging CVA now and in the future, and regulatory priorities
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