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3rd Edition of Derivative Funding & Valuation

18/09/2019 - 20/09/2019
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Singapore

                                                                          

Murex is delighted to support this premier GFMI conference.

During the event Murex expert, Alexandre Bon, will host an XVA masterclass and also join a panel to discuss ''FRTB-CVA: The management and trading desk's perspective''.

Attend this event to discover industry practices for derivative valuation and compare the best practices for XVA methodologies with other banks. Key topics that will be discussed at the event include:

- DBS discuss the challenges of transitioning to the new risk-free rates and its impact on valuation

- NAB offer an in-depth analysis on how to manage the contingent liquidity funding valuation adjustment in particular for collateral downgrades

- ANZ look at the development of FRTB-CVA and how banks can transition from BA-CVA to the new risk framework

- BNP Paribas talk about the challenges of pricing margin valuation adjustment in the Asian market