Counterparty Risk: Funding and Discounting CVA & FVA

This course is essential for institutions that are keen to improve their knowledge in the key areas of modelling, managing and hedging counterparty risk.

12-13 Mar 2014 at Downtown Conference Center New York, New York, US

Education & Learning, Management

Submit new post
Thank you for posting.
Share it:

This course is essential for institutions that are keen to improve their knowledge in this key area and those who are ambitious to establish or improve their own CVA and FVA analytics and trading function. The course is
also suitable for individuals from major CVA traders who require education on the fundamentals of the active management of counterparty risk.

The two day agenda will provide detailed information on Counterparty risk, CVA and FVA funding and discounting. Day one will focus on some basic theories and methodologies, followed by some more advanced methodologies for calculating CVA, FVA and discounting. Then practical examples will be offered of how to apply these techniques to various trades. The second day will then go on to examine the hedging and management of CVA and FVA before going on to discuss capital calculation and offering guidance on how to implement CVA and FVA systems in your organisation.

Learning Outcomes:

> Understand wrong way risk
- Calculate CVA using advanced methodologies
> CVA, DVA and funding explained
- Know how to manage CVA risk
- Implement a Counterparty Risk system in your organisation
> Distinguish the interaction between risk management, capital calculation and CVA pricing
> Determine how to optimise your corporate framework.

From: March 12, 2014 09:00
To: March 13, 2014 17:30

Downtown Conference Center New York, 157 William Street, 10038, New York, US


Education & Learning, Management

Contact email

Contact phone

External link

Submitted by:

evvnt Platform

Are you the organizer?

Get in touch