5th Edition Fair and Prudent Valuation for Derivatives 2017 | Marcus Evans Pan Europe | 20 November 2017 | London, UK, Marriott West India Quay. 22 Hertsmere Rd, Canary Wharf, London E14 4ED

Practically optimise your Valuation governance to best incorporate the latest XVAs and regulatory requirements, in order to remain competitive.

Why You Should Attend
This marcus evans event will provide strategic insights from leading figures in European finance, revealing best practice emerging from financial institutions around the principles of valuation and adjustment, regulation compliance and risk modelling.

Accurate, consistent and reliable valuation forms the bedrock of the derivative trading market. It is therefore vital that banks, in an ever-competitive sector, have a full appreciation of the cutting-edge, innovative methodologies that can support them. Fair value and prudent valuation, while both established techniques, still provoke dispute as to what should be included in terms of risk, and the consistency that needs to exist between the two. Moreover, in light of a growing numbers of valuation adjustments (XVAs) – and with the most recent of these still tough for many institutions to grasp – banks need a consistent understanding of how they may incorporate such adjustments, while also complying with European reporting standards.

Key Topics
• Assess practical approaches to fair value, and build the most reliable framework possible to derive future valuations

• Develop a deeper appreciation of prudent valuation: its affiliation with fair value, its relevance across the institution and its relationship with the COREP template

• Manage an ever-increasing number of XVAs in the field, with emphasis on the most recent capital valuation adjustments that banks need to grasp

• Incorporate the appropriate risk factors into the valuation model while continuing to innovate, and comply with reporting standards and regulations

2017 Speakers:

Naz Jhalli
Director, Group Valuation Control, Nordea

Mihail Turlakov
Head of CVA and FVA Trading, Sberbank

Mark Wilson
Managing Director, Head of Valuation Control, Citi

Moez Mrad
Managing Director, Head of Credit and XVA Quantitative Research, Crédit Agricole

Rishaar Rawal
Director, Valuations Methodology, RBC Capital Markets

Moises Gerstein
Director FVA/CVA Trading Deskm, ING Investment Banking

Marco Bianchetti
Head of Fair Value Policy, Intesa Sanpaolo

Laurent-Olivier Valigny
Head of Valuation Risk, HSBC

2017 Sponsor:

• FINCAD