Annual Fair and Prudent Valuation for Derivatives Forum 2015

Ensure accurate valuations of your derivative instruments in light of XVA and PVA

Conference Workshop

CLEARING AND INITIAL MARGIN

This workshop will enable delegates to understand and discuss how the rules surrounding clearing and initial margin calculations impact fair value and how these are linked to the prudent valuation.

Workshop Moderator: Gary Wong, Non-Executive Director
Company: Global Valuation Ltd

Why You Should Attend
3rd Annual Fair and Prudent Valuation for Derivatives Forum

In the last few years, the way that derivatives are priced has undergone a number of major changes and with these complexities it is pivotal that institutions understand the reality of the markets in which they are pricing them. As a result, it is crucial to understand not only how the so-called XVA adjustments impact fair value but also the challenges in implementing and subsequently documenting prudent valuation.

To explore these issues, this marcus evans event will demonstrate how firms should be adjusting their valuation and accounting standards to reflect changing methods in prudent and fair valuation, as well other changes of notes motivated by regulatory reform as well as the issue of valuation governance.