Events
Upcoming Events:
Breakfast Session: Addressing the Challenges of Credit Value Adjustment (CVA)
February 29th, 2012 @ 7:45am, New York Marriott Marquis
FINCAD is hosting an exclusive session to discuss the most common challenges finance professionals face when implementing CVA.
Credit Value Adjustment (CVA) can be a challenging process - implementing a comprehensive CVA system is a large and complex IT initiative, and can also be a difficult modelling endeavour. Learn how you can overcome these challenges by adopting CVA best practices.
The challenges include:
- A lack of flexibility to compute CVA prices for all types of vanilla and exotic structured instruments;
- Inconsistent modelling techniques;
- Difficultly incorporating and adjusting to changing regulations such as Basel III;
- The inability to capture offsetting exposures of netting sets; and
- Implementing CVA hedging by defining exposures and monitoring market factor sensitivities.
Space is limited. Email rsvp@fincad.com to reserve your spot.
Matthew Streeter, F3 Product Manager, will be leading the session.
Matt Streeter, CFA, has over 10 years of finance industry experience in New York City at both buy-side and sell-side institutions. At Deutsche Asset Management he was part of the cross-asset class structuring team focused on structuring and quantitative product development. Prior to this, Matt held positions on Wachovia's equity derivatives structuring team as well as Societe Generale's index arbitrage/basket trading team, working on trade execution, risk management, model creation, and P&L attribution among other responsibilities.
Details:
| Time: | 7:45 AM |
| Date: | Wednesday February 29th, 2012 |
| Location: | New York Marriott Marquis 1535 Broadway New York, NY, 10036 |
RSVP today!
Webinar: How to Overcome the Hedge Accounting Challenges Corporations Face Today - February 23, 2012 @ 11:00am EDT
Learn practical approaches to applying hedge accounting directly from KPMG and FINCAD. Understand what auditors typically look for when auditing your hedge accounting process and relationships. Learn the appropriate methodologies for hedge effectiveness testing, how to include credit risk and ultimately what documentation is typically required to ensure your hedge accounting process is accurate, consistent and efficient.
Click here to learn more about the webinar.
GARP Risk Management Convention - February 28-29, 2012, New York
FINCAD will be exhibiting at the Global Association of Risk Professionals' (GARP) 13th Annual Risk Convention in New York. Targeted towards risk managers from a broad spectrum of market segments including insurance, banking, asset management and regulation, this conference will focus on the unpredictable risks in the worldwide financial economy - and the newest tools and strategies to manage that risk. Speakers include risk management experts, policy makers and financial risk academics.
FINCAD, as an Exhibitor at the convention is pleased to offer a preferential registration rate – 50% off the onsite fee to attend.
Click here to here register and enter promo code FH5RY and click the "Apply" button to activate.
Visit the event home page to learn more about the convention.
Global Derivatives Trading and Risk Management - April 16-20, 2012, Barcelona
This April, FINCAD will again be exhibiting at ICBI's Global Derivatives Trading and Risk Management conference. The world's largest derivatives conference, this event is expected to attract over 500 senior quants, risk managers, traders and academics, and will include over 130 speakers. The 2012 conference will address the latest trends, innovations and challenges in quantitative finance, including negative rates & sovereign risk, and collateral & counterparty risk.
As a sponsor of the event, FINCAD is pleased to offer a 25% discount off the registration price. Register online and use the VIP code FKN2329FINW for the discount.
Visit the event homepage to learn more.