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3rd Annual Fair and Prudent Valuation for Derivatives Forum

Ensure accurate valuations of your derivative instruments in light of XVA and PVA

23-24 November 2015
Marriot West India Quay, London, United Kingdom

Conference Workshop

CLEARING AND INITIAL MARGIN

This workshop will enable delegates to understand and discuss how the rules surrounding clearing and initial margin calculations impact fair value and how these are linked to the prudent valuation.

Workshop Moderator: Gary Wong, Non-Executive Director

Company: Global Valuation Ltd


Why You Should Attend

3rd Annual Fair and Prudent Valuation for Derivatives Forum

In the last few years, the way that derivatives are priced has undergone a number of major changes and with these complexities it is pivotal that institutions understand the reality of the markets in which they are pricing them. As a result, it is crucial to understand not only how the so-called XVA adjustments impact fair value but also the challenges in implementing and subsequently documenting prudent valuation.

To explore these issues, this marcus evans event will demonstrate how firms should be adjusting their valuation and accounting standards to reflect changing methods in prudent and fair valuation, as well other changes of notes motivated by regulatory reform as well as the issue of valuation governance.


Key Topics

  • HSBC examine what fair value means today
  • Rand Merchant Bank overcome the lingering challenges surrounding CVA and DVA
  • Credit Suisse, Nomura and Morgan Stanley discuss best approaches to the methodologies behind Prudent Valuation
  • Deutsche Bank and Barclays study the impact of further regulatory reform on valuations
  • UBS define a front-to-back valuation model governance framework
  • Previous Attendees Include

    • Bank of Ireland
    • Barclays
    • BNP Paribas
    • Citi
    • Deutsche Bank
    • Investec
    • Nordea
    • RBS
    • Santander
    • Goldman Sachs
    • Nomura
    • Credit Suisse
    • HSBC
    • and many more…


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.


    Event Sponsors
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    Practical Insights From

    Tanveer Bhatti
    Global Head of Valuation Control and Analytics
    Citi

    Mark Wilson
    Managing Director Global Valuations Group
    Deutsche Bank

    Jon Hart
    Executive Director, Valuation Risk Group
    Morgan Stanley

    Gary Plant
    Managing Director, Valuations
    Credit Suisse

    Faisal Yousaf
    Global Head of Quantitative Risk and Valuation Group
    HSBC

    Claudia Rola
    Managing Director, Global Head of Valuation Methodologies
    UBS

    Tanguy Dehapiot
    Head of Validation and Valuations Group Risk Manager
    BNP Paribas

    Olivier Moreau
    Global Head of Valuation Control for CIB Risk and Treasury
    JP Morgan

    Click Here For Full Agenda

    Voice of Our Customers
    • “Well organised, presented and delivered. Great speakers and discussions. Very beneficial” - NCB
    • “Comprehensive and well structured programme with an open and engaging style of presentation.” - Investec
    • “Extremely well presented – informative and valuable to the whole group.” - Nordea Bank
    • “Extremely well-prepared event. Very interesting, practical and informative talks from the conference speakers. I would recommend this event anytime and I hope to be able to attend the next one!” - Societe Generale
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com