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.