Counterparty Risk: Funding and Discounting CVA & FVA
New York, 12 & 13 March 2014
This course has been cancelled please contact firstname.lastname@example.org for more details.
This course is essential for institutions that are keen to improve their knowledge in the key areas of modelling, managing and hedging counterparty risk.
It will also be of interest to those who are ambitious enough to establish or improve their own CVA and FVA analytics and trading function.
The course will also appeal to individuals from major CVA traders who would benefit from further knowledge on the fundamentals of the active management of counterparty risk.
- Understand wrong way risk
- Calculate CVA using advanced methodologies
- CVA, DVA and funding explained
- Know how to manage CVA risk
- Implement a Counterparty Risk system in your organisation
- Distinguish the interaction between risk management, capital calculation and CVA pricing
- Determine how to optimise your corporate framework.
- Ignacio Ruiz, Founder, iRuiz Consulting.
Ignacio Ruiz provides contracting and independent consulting services in Quantitative Risk and CVA. He is highly delivery orientated. Ignacio has a proven track record at designing risk methodologies, building risk analytics frameworks and managing projects to completion in tier-1 investment banks.
Previous to establishing himself independently, he was the head strategist for Counterparty Risk exposure measurement at Credit Suisse, and the head of Equity Risk Methodology at BNP Paribas. He holds a PhD in nano physics from Cambridge University.