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.
RESOURCES
Managing Complexities of CVA, DVA and FVA
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.
Counterparty Risk and CVA, What’s New?
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.
Counterparty Risk Management Workflows
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
Counterparty Risk and CVA, What’s New?
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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