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3rd Derivative Funding and Valuation

Discover industry practices for derivative valuation and compare the best practices for XVA methodologies with other banks

18-20 Sep 2019
Singapore, Singapore

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Conference Speakers

Perumal Ramanathan
Managing Director, Market Risk and Liquidity Risk
DBS, Singapore

David Sasson
Director, xVA risk, Counterparty Credit Risk, Regulatory Capital
ANZ, Singapore

Trudy van der Straaten
Director, XVA Desk, Markets
National Australia Bank, Australia

Yash Misra
Head: Traded Credit Counterparty Risk Management, Margining and Credit Trading Market Risk
DBS, Singapore

David Maher
Associate Director, Oversight of Interest Rate Derivatives, Fixed Income and Repo
National Australia Bank, Australia

Chris Kenyon
Director: Head of XVA Quant Modelling
MUFG Securities EMEA plc, UK

Valery Thiriaux
Head of Trading Risk, xVA, APAC
BNP Paribas, Hong Kong

Albert Chung
Head, Market Risk Analytics, Asia
Standard Chartered, Singapore

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General Enquiries

Miss Bernardine Michael - Regional Director (Digital,Media & PR) APAC & MEA

marcus evans Kuala Lumpur , Suite A-20-1, Level 20
Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
50250 Kuala Lumpur

+603 2603 2597
Fax: +603 2603 2597
Email: BernadineM@marcusevanskl.com

Conference Quote

3rd Derivative Funding and Valuation