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Global Financial Markets Intelligence

Global Financial Markets Intelligence

2nd Edition Derivative Funding and Valuation

Assessing the practical implications of derivative reform for XVAs and trading desks

27-29 Jun 2018
Singapore , Singapore

Why You Should Attend

2nd Edition Derivative Funding and Valuation

Regulatory activity means that the valuation, pricing, and funding of derivatves grows ever more complex. This year has seen the much talked about margin reform finally coming into effect, meaning that derivatives businesses across Asia will finally start to get some visibility on the practical implications for their trading activity. as debate continues over the pricing/charging of more contentious XVAs such as MVA and KVA, the industry is looking for real world guidance on what these mean for the business on a day to day basis. The situation is complicated further by challenges unique to the Asia region, such as the lack of liquid CDS market for hedging.

Attending this GFMI conference will give delegates the guidance they need to tackle the practical implications of XVA in their derivatives trading business. They will come together with their peers to compare approaches to hotly debated XVAs such as MVA and KVA, leaving with an understanding of what the industry norms for charging/pricing these are and the best methodologies for making the complex calculations involved. Firms will also learn how to tackle some of the early practical challenges emerging from margin reform, such as the valuation of non cash collateral, and use of the SIMM model. There will also be detailed, hands on case studies explaining the role of the XVA desk in Asia including detailed guidance on set up, plus the opportunity to discuss what the function of the desk should be in the Asian environment and how this should work in practice.

This event is HRDF Claimable for Eligible Malaysian Companies, please contact Mary-Anne Loui for more information

Key Topics

  • Discover the impact of margin requirements and MVA on derivatives businesses
  • Compare approaches to KVA implementation across the industry
  • Overcome practical challenges including infrastructure and technology in XVA implementation
  • Understand how trading desks and business models are adapting to XVA developments

  • 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.

    Practical Insights From

    Kate Birchall
    Head of Portfolio Optimisation, Clearing and Collateral

    Jack Chung
    APAC Head of XVA Trading, Group Asset and Liability Management

    Perumal Ramanathan
    Managing Director, Market Risk

    Frankie Phua
    Managing Director, Head of Group Risk

    Duco Egressy
    Director, Market Risk Management and Product Control
    ING N.V. Singapore

    Aseem Agrawal
    APAC Head, Counterparty Portfolio Optimisation

    Gavin Foh
    Head of CVA Trading

    Niklas Palm
    Head of Pricing and Capital

    Click Here For Full Agenda

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    Event Contact

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

    Mary-Anne Loui

    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1, Jalan Mayang Sari

    Fax: +603 2723 6699
    Email: marya@marcusevanskl.com