marcusevans pan asia conferences

Derivative Funding and Valuation

Managing the practical implications of XVA for the business

20-22 Mar 2017
Carlton Hotel, Singapore


Why You Should Attend

Derivative Funding and Valuation

Ever since the GFC, the spotlight has been shone on capital requirements of banks, and market makers have been pressured to make pricing adjustments to their financial instruments and products. Attention now is fully focused on the valuation adjustments of derivatives. These valuation adjustments – collectively known as XVA, are constantly being reviewed, best practices on how to implement them are being debated on, and theoretical pricing models are being scrutinized for their practicality. This is on top of the fact that industry practitioners are still trying to find a standard or consistent way to define these adjustments – and this will only prove more difficult if regulators pile in more adjustments. With high profile incidents of corporate institutions going under, and the cost of using backdated methods of fixed credit rating ever so high, the need is greater than ever for practitioners to ensure their instruments are valued properly.

Attending this GFMI conference will demonstrate to financial institutions the latest trends, best practices, and practical models on how to compute margin and capital. The interaction between regulations and XVA, and the implications of XVA on the balance sheet will also be discussed. Heads of CVA, XVA, and Quantitative Research will engage in practical discussions and show delegates how they should go about managing these XVAs centrally, as well as how to implement the systems and technology needed to manage the complexity of XVA.

 


Key Topics

  • Understand how new margin rules will impact derivative valuation
  • Hear the implications of KVA for your derivatives desks
  • Get the latest best practice and updates on FVA, funding and other valuation adjustments
  • See examples of how banks are implementing valuation adjustments in practice
  • Discover the impact of XVAs on products and pricing
  • Previous Attendees Include

    DBS
    OCBC
    UOB
    Unionbank of the Philippines
    Security Bank
    Banco D’Oro
    Permata Bank
    Bank Mandiri
    Kasikorn Bank
    CIMB Thai
    Bank of Thailand
    TMB Bank
    Vietcom Bank
    Cathay Bank
    Fubon Bank
    Hua Nan Financial Holdings
    Commercial Bank of Ceylon
    Bangkok Bank
    ABN Amro
    Barclays
    Morgan Stanley
    JP Morgan
    Bank of America
    RBS
    Citi
    Credit Agricole
    Rabobank
    Bank of Tokyo Mitsubishi
    ANZ
    Commonwealth Bank of Australia
    Westpac
    NAB
    ING
    Soneri Bank
    Alliance Bank
    Ambank
    CIMB
    Credit Suisse
    UBS
    Maybank
    Nomura
    Societe Generale
    ICICI Bank
    HDFC Bank
    IndusInd Bank
    BIBD
    Janata Bank
    Scotia Bank
    Mizuho


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.




    Event Partners


    Practical Insights From

    Shirlaine Leong
    Executive Director, Co-Head of Product Control for APEJ Macro
    Goldman Sachs

    Chris Kenyon
    Director, Head of XVA Quantitative Research
    Lloyds Banking Group

    Gavin Foh
    Head of CVA Trading
    ANZ

    Feng Chang
    Managing Director, Head of APAC XVA Trading
    Bank of America Merrill Lynch

    Yves Tomballe
    Head of Market, Counterparty and Liquidity Risk Asia Ex-Japan
    The Bank of Tokyo-Mitsubishi UFJ

    Dr Michele Marzano
    Regional Head of Traded Risk Analytics
    HSBC

    Julian Keenan
    Head of Credit Portfolio Trading, APAC
    JP Morgan

    Colin Sharpe
    Head of XVA
    National Australia Bank

    Click Here For Full Agenda

    Voice of Our Customers
    • “Wonderful warm atmosphere, excellent networking opportunities; informative, motivational and awakening! Inspirational diverse range of subjects and speakers, very good program! I’ve fully enjoyed the experience Since I’ve arrive at the conference the new ideas keep coming and coming.” HVB
    • “Very, very helpful. Please do it again” Morgan Stanley
    • “A great conference on an important and difficult topic” Senior Vice President, Bank of Montreal
    • “Very interesting discussions and presentations. The big turnout from different industry players us definitely an asset as it allows you to benchmark yourself with your peers” KBC Bank
    • “All of the sessions were very information for me, if I have the chance I would like to join again” Mizuho
    Join the Discussion





    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Mary-Anne Loui


    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1, Jalan Mayang Sari


    Telephone:
    +60327236757
    Fax: +603 2723 6699
    Email: marya@marcusevanskl.com