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Risk Asean 2017

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Majestic Hotel, Kuala Lumpur


Murex is a proud sponsor of the 6th Annual Risk Asean Conference. Murex expert, Alexandre Bon, will present ''From CVA to XVA: valuation adjustments today and their relevance in Asia'' at 14:40pm

The presentation will explore:

  • OTC derivatives valuation after the global financial crisis
  • XVA from the economic, accounting & regulatory viewpoints
  • XVA management & Asia specific challenges
  • The new Margining rules & FRTB CVA charge: potential game changers?