- email:custserv@infoline.org.uk
- phone:+44 (0) 20 7017 7702
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Industry Case Studies on Emerging best practice approaches to
OIS Discounting
24 - 25 October 2012
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OIS Discounting Conference- OIS, CVA, DVA and All That...
Europe’s Leading industry figures will gather to address the latest developments at OIS Discounting Conference
Chaired by Tanveer Bhatti, Global Head of Valuation Control & Analytics, CITI and assembling leading figures from the valuation industry, this conference will provide direct access to practical solutions and unique guidance.
Just some of the topics to be addressed on 24 October 2012 include:
• Discounting unsecured / uncollateralised transactions
• Calculating Credit Value Adjustments (CVA)
• Monetising Debit Value Adjustments (DVA)
• Implementation across the business
• Implications of discounting on fair value
• Funding interaction with valuation
• Key OIS discounting challenges
• Funding Value Adjustments (FVA)
• Regulatory view on OIS discounting
View OIS Discounting Draft agenda here
Get to grips with OIS Discounting at this comprehensive Infoline conference
OIS discounting has become standard in the financial services industry. But when it comes to a wide acceptance within a bank there are still hurdles in its way. Standardised CSA discounting is the gold standard. However, the practical challenges of dealing with unsecured and uncollateralised transactions are immense.
In response, Infoline’s case study led conference on OIS Discounting has been designed to address the key challenges in Discounting unsecured transactions.
Plus don't miss the associated workshop
Implementing & Embedding
OIS Discounting Across the Business
Workshop - 25 October 2012 - London
Media Partners
Hear 17 case studies from industry peers:
Hear 17 case studies from industry peers:
Tanveer Bhatti
Global Head of Valuation Control & Analytics
CITI
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Damiano Brigo
Gilbart Professor Of Mathematical Finance
KING'S COLLEGE LONDON
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Andrea Pallavicini
Head of Equity, FX & Commodity Models
BANCA IMI
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Stefan Jaschke
Head of Quantitative Analysis
MUNICH RE
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Dherminder Kainth
Head of QuaRC
ROYAL BANK OF SCOTLAND
Mark Gibbs
Head Equities Quant Group
CITI
Eduard Gimenez
Head of Quants
CAIXA BANK
Taalib Shaah
Head of FI Market Risk
CITI
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(updated 16 May 2013)
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"Very useful & excellent overall"
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