Annual Fair and Prudent Valuation for Derivatives 2016
November 23 - 25, 2016
london , Reino Unido
The Fundamental Review of the Trading Book seeks to harmonise the treatment of market risk across different jurisdictions. This represents a radical shift in the approach banks must take to valuation, and has consequences both for the use of the Prudent Valuation Adjustment and the Capital Valuation Adjustment. This workshop will focus on the effect of FRTB on valuation adjustments and framework, giving delegates an in-depth understanding of the requirements and effects of this regulation.
Lugar
Location: Marriott Hotel West India Quay
Discover London and its vibrant Canary Wharf district from the London Marriott Hotel West India Quay. Sitting boldly above Canary Wharf and its captivating array of international business, chic shops,..
Contact
22 Hertsmere Road, London, E14 4ED, United Kingdom london , United Kingdom
+44 20 7093 1000
Organizador
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Annual Fair and Prudent Valuation for Derivatives November 23 - 25, 2016
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