2nd Annual Fair Value Derivative Valuation in Bank Finance
Time: 13-14 November 2014
Venue: Hilton London Canary Wharf , UK
They will ensure that finance professionals have the necessary skills to incorporate advanced valuation techniques into their fair valuation methodologies. Detailed, technical sessions demonstrate exactly how banks should be doing fair value accounting taking into account funding and the practicalities of making this happen.
Key Topics:
- Benchmark to see how other banks are accounting for FVA in their finances: How should one assign fair value to funding?
- Hear advanced case studies of how CVA and DVA need to be factored into accounting in order to increase the accuracy of valuations
- Discover what prudent valuation is and how it should best be handled by banks
- Act upon feedback following the closing period for comments on the IASB’s paper on macro hedging
- Improve the effectiveness of hedge accounting with OIS valuation
Organized By:
For more info http://www.marcusevans-conferences-paneuropean.com/...