Whether your institution’s CVA process is well established or still in the whiteboard stage, this forum goes beyond the traditional primer to explore CVA from an enterprise-wide lens. It weighs the regulatory and business demands for cross-asset, real-time CVA against its practical implementation challenges. You’ll leave this thought-provoking event with actionable insights on CVA best practice from the regulatory, quantitative, trading, and technology perspectives.
Milan
Tuesday, 19 June 2012
15:30
Park Hyatt Milan
Via Tommaso Grossi 1
Milan 20121
For a detailed agenda and registration information*, please click here
Presentations to include:
“Overview of Counterparty Risk & CVA Disciplines and Regulatory Aspect”
SPEAKER: Rita Gnutti, Intesa Sanpaolo,
Head of Internal Market and Counterparty Risk
“Counterparty Risk & CVA – The Experience of UniCredit”
SPEAKER: Emanuela Poerio, Head of Risk Control, UniCredit
“Modeling, Trading and Hedging CVA”
SPEAKER: Alexander Sokol, CEO, CompatibL and formerly of Numerix (founder)
“Navigating the Technology Demands of CVA”
SPEAKER: Gianluca Liparoti, Financial Services Development Manager, Microsoft Italy
Frankfurt
Thursday, 21 June 2012
18:00
Steigenberger Frankfurter Hof
Am Kaiserplatz
60311 Frankfurt/Main, Germany
For a detailed agenda and registration information*, please click here
Presentations to include:
“The Regulatory and Business Drivers for Cross Asset, Real-time CVA”
SPEAKERS: Jürgen Engelhardt, Department Director, CVA Desk and OTC Margining Bayerische Landesbank; Dr. Ralf Werner, Professor of Applied Science, Munich University
“Modeling, Trading and Hedging CVA”
SPEAKER: Alexander Sokol, CEO, CompatibL and formerly of Numerix (founder)
“Navigating the Technology Demands of CVA”
SPEAKER: Detlev Zweiner, Financial Services Development Manager Microsoft Germany
Vienna
Tuesday, 26 June 2012
18:00
Hilton Vienna
Schotternring 11
Vienna, Austria A-1010
For a detailed agenda and registration information*, please click here
Presentations to include:
“The Regulatory, Accounting and Business Drivers for CVA”
SPEAKER: Dirk Stemmer, Senior Manager, Leader CVA Market Initiative, Deloitte Germany
“Modeling, Trading and Hedging CVA”
SPEAKER: Alexander Sokol, CEO, CompatibL and formerly of Numerix (founder)
“Navigating the Technology Demands of CVA”
SPEAKER: George Ahbel, Principal Platform Specialist Financial Services, Microsoft Austria
Paris
Thursday, 28 June 2012
08:30 – 11:00
Microsoft France - Headquarters
41, quai du president Roosevelt / 92130 Issy les Moulineaux
For a detailed agenda and registration information*, please click here
Presentations to include:
“The Regulatory and Business Drivers for Cross Asset, Real-time CVA”
SPEAKER: Gilles Artaud, Head of Counterparty Credit Risk, Credit Agricole CIB
“CVA: The Quantitative and Trading Implications”
SPEAKER: Denny Yu, Product Manager - Risk, Client Solutions Group, Numerix
“Navigating the Technology Demands of CVA”
SPEAKER: Guillaume Ledoigt, Financial Services Development Manager, Microsoft France
* Please note that if you are not currently a PRIMA member, there is a free membership option that allows you to register for these events.
