Overcoming Technology Barriers in CVA Implementation
Featuring Dr. Tony Webb and Dr. Marc Vlitos
September 8, 2011 8:00 AM PST | 11:00 AM EST
NEW FINCAD TECHNOLOGY WEBINAR - View Recording
In today's volatile markets, margins have tightened and Credit Value Adjustment (CVA) has gained new prominence as the required tool for managing Counterparty Credit Risk. With heightened focus on P&L, there is now also a shift towards managing cross-asset CVA proactively. This however, can be fraught with technology challenges driven by requirements for refined calculations, consistency among models and questions of optimum results vs. computing practicality.
Leveraging technical demonstrations, this live webinar will explore the technology issues and opportunities associated with implementing effective solutions for cross-asset CVA.
Who should attend:
- Chief technology Officers
- Technical Architects
- Heads of Development, R&D or IT
- Product Management
Presenters
- Dr. Tony Webb, PhD, Director of Analytics, FINCAD
- Dr. Marc Vlitos, Product Manager, Enterprise Solution, FINCAD
To read the Q&A from the webinar, click here