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5th Edition Fair and Prudent Valuation for Derivatives
Practically optimise your Valuation governance to best incorporate the latest XVAs and regulatory requirements, in order to remain competitive
20-22 November 2017
Marriott West India Quay, London, United Kingdom
- Conference Workshop
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An Overview on Modern Derivative Pricing
Workshop Moderator: Dr. Gary Wong, Partner
Company: Global Valuation Ltd.
- Why You Should Attend
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5th Edition Fair and Prudent Valuation for Derivatives
This marcus evans event will provide strategic insights from leading figures in European finance, revealing best practice emerging from financial institutions around the principles of valuation and adjustment, regulation compliance and risk modelling.
Accurate, consistent and reliable valuation forms the bedrock of the derivative trading market. It is therefore vital that banks, in an ever-competitive sector, have a full appreciation of the cutting-edge, innovative methodologies that can support them. Fair value and prudent valuation, while both established techniques, still provoke dispute as to what should be included in terms of risk, and the consistency that needs to exist between the two. Moreover, in light of a growing numbers of valuation adjustments (XVAs) – and with the most recent of these still tough for many institutions to grasp – banks need a consistent understanding of how they may incorporate such adjustments, while also complying with European reporting standards.
- Key Topics
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- Assess practical approaches to fair value, and build the most reliable framework possible to derive future valuations
- Develop a deeper appreciation of prudent valuation: its affiliation with fair value, its relevance across the institution and its relationship with the COREP template
- Manage an ever-increasing number of XVAs in the field, with emphasis on the most recent capital valuation adjustments that banks need to grasp
- Incorporate the appropriate risk factors into the valuation model while continuing to innovate, and comply with reporting standards and regulations
- Previous Attendees Include
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Banca IMI
Bank of Ireland
Barclays
Birmingham City University
BNP Paribas
Credit Agricole
Credit Suisse
Deutsche Bank
Global Valuation Ltd
HSBC
ING Investment Banking
Morgan Stanley
Nomura
Nordea AB
Rabobank Nederland
Santander
Sberbank
Standard Chartered
Swedbank
Trioptima
UBS Investment Bank
- Why Choose marcus evans?
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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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FINCAD Visit website >>
- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
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- “Excellent conference bringing together valuations and product control people together. Provided platform for discussion and debates. Presentations covered most relevant topics. Look forward to next one to follow soon.” Director, Valuations Methodology, RBC
- Latest Conference News & Resources
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- Join the Discussion
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- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Melini Hadjitheori
Demostheni Severi avenue
Nicosia, Cyprus
Telephone: +1 312 540 6347
Fax: +357 22 849 380
Email: MeliniH@marcusevanscy.com