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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Derivative Funding and Valutaion - 3rd Annual Forum

Incorporating Capital and Collateral Costs in Practical Derivative Pricing Strategy

3-5 Mar 2014
Downtown Conference Center - NYC, NY, United States of America

Conference Workshop

Workshop Title: Masterclass Session

Workshop Moderator: Kenneth Gustin
Company: President, Independent Research and Risk Advisory LLC

Why You Should Attend

Derivative Funding and Valutaion - 3rd Annual Forum

This GFMI marcus evans conference will equip delegates with insight into optimizing front office books in the derivatives space. With a focus on evolving valuation adjustment arguments and application, this conference will also provide an insight into the next step in valuation and regulatory pricing, maximizing the performance of funding desks and derivatives portfolios.

Via interactive case study presentations, Heads of CVA, Trading and Management will tackle practical issues, including coordinating flows between desks, managing changes to collateral standards and improving the influence on bank finances.

Attendees will interact with speakers and their peers in a classroom-style setting that fosters both audience interaction and engagement. Seating for this conference is limited to maintain an intimate educational environment that will cultivate the knowledge and experience of all participants.

Key Topics

  • Improve the function, capacity, and direction of funding desks
  • Apply the most comprehensive and up to date CVA hedging strategies and FVA standards in the industry
  • Anticipate new developments in discounting and valuation instruments
  • Optimize the valuation of collateralized transactions
  • Evaluate the most robust and competitive FVA practices

  • 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

    Paul Bowmar
    Managing Director, CVA Trading
    BNP Paribas

    Kiran Shekar
    Head of CVA Trading
    BNY Mellon

    Tony Wells
    Managing Director

    Gordon Liu
    Head Wholesale and Markets Risk Analytics

    Janaka Withana
    Head of FVA

    Pallav Grigo
    Director, Counterparty Credit Desk
    BMO Capital Markets

    Massimo Cutuli
    Vice President
    Goldman Sachs

    Roberto Caccia
    Director of Burridge Center and Senior Instructor
    Leeds School of Business, Colorado University at Boulder

    Click Here For Full Agenda

    Voice of Our Customers
    • "Very interesting discussions and presentations. The big turnout from different industry players is definately an asset as it allows you to benchmark yourself with your peers." KBC
    • "I found the conference to be one of the most useful that I have attended. So it was well worth the effort." Santander
    • "Extremely well presented course - informative and valuable to the whole group." Nordea Bank
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    Event Contact

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

    Tyler Kelch - GFMI

    455 N. Cityfront Plaza Dr.
    9th Floor
    Chicago, IL 60611

    Fax: 312-894-6304
    Email: Tylerke@global-fmi.com