Numerix Webinar Series

Coping with CSA Complexity: The Funding & Risk Implications
As collateralization has become the norm in OTC derivative markets around the world, market participants have observed a significant impact on valuation due to collateral conditions mandated by the Credit Support Annex (CSA). The flow of collateral has a significant effect on the cost of funding as well as the measurement of Counterparty Risk, specifically Credit Value Adjustment (CVA), both of which in turn impact the price assigned to a derivative product. Naturally, trading, risk, treasury and other departments are affected by these market changes. To address the complexity in existing CSAs, the International Swaps and Derivatives Association (ISDA) has created the Standard CSA (SCSA) which aims to standardize the CSA across the industry.

Join Numerix on Wednesday, May 8th at 10:00 am EST as Satyam Kancharla, SVP of the Numerix Client Solutions Group, discusses best practices in CSA modeling and illustrates how CSA modeling impacts pricing, funding and risk calculations.

In this webinar, Mr. Kancharla will address:
  • The key elements of a CSA, and how these elements impact valuations and risk measures for trading and risk management
  • The ISDA Standard CSA and how it changes things
  • How to model a typical CSA, with illustrated examples of how modifications to the CSA affect a portfolio
  • A practical definition and example of Funding Valuation Adjustment (FVA), and how the CSA impacts FVA
Attendance is complimentary, Registration is required.
Space is limited, reserve your seat today!
 
Featured Numerix Speakers:
 
Satyam Kancharla, SVP of Client Solutions Group Satyam Kancharla, SVP of Client Solutions Group
Mr. Kancharla is currently the head of the Client Solutions Group responsible for Product Management, Requirements Gathering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Pre-Sales at Numerix.
 
Before joining Numerix in New York, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia. Earlier in his career, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles. He holds a MS degree in Applied Statistics and Informatics and a BS in Mathematics and Computers.

Jim Jockle, Chief Marketing OfficerModerator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.
 
Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.












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