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Global Financial Markets Intelligence

Global Financial Markets Intelligence

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 Nov 2017
Marriott West India Quay, London, United Kingdom

Conference Workshop

Workshop Title: Effective incorporation of valuation adjustments into derivative prices.

Workshop Moderator: Dr. Gary Wong, Partner
Company: Global Valuation Ltd.


Why You Should Attend

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

  • 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

    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 GFMI 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 Partners


    Practical Insights From

    Naz Jhalli
    Director, Group Valuation Control
    Nordea

    Mihail Turlakov
    Head of CVA and FVA Trading
    Sberbank

    Mark Wilson
    Managing Director, Head of Valuation Control
    Citi

    Moez Mrad
    Managing Director, Head of Credit and XVA Quantitative Research
    Crédit Agricole

    Rishaar Rawal
    Director, Valuations Methodology
    RBC Capital Markets

    Moises Gerstein
    Director FVA/CVA Trading Desk
    ING Investment Banking

    Marco Bianchetti
    Head of Fair Value Policy
    Intesa Sanpaolo

    Laurent-Olivier Valigny
    Head of Valuation Risk
    HSBC

    Click Here For Full Agenda

    Voice of Our Customers
    • “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
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    Event Contact

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

    Melini Hadjitheori


    PO Box 24797
    CY-1304 Nicosia


    Telephone:
    +357 22 849 308
    Fax: +357 22 849 394
    Email: MeliniH@marcusevanscy.com