Pre-conference seminar:
Credit Value Adjustment (CVA) strategies and methodologies for Asian institutions
24 October 2011
Led by: Jon Gregory, Partner, SOLUM FINANCIAL
Limited passes: This seminar is restricted to 20 participants so get in quick and book now to secure your pass - email us at cs.asia@incisivemedia.com or call us on + 852 3411 4844.
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8:30 |
Registration and coffee |
|
9:00 |
Setting the scene
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10:00 |
CVA
|
|
11:00 |
Coffee and networking break |
|
11:30 |
Wrong way risk
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|
12:30 |
Lunch |
|
13:30 |
DVA and FVA
|
|
14:30 |
Management of CVA
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|
15:30 |
Coffee and networking break |
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16:00 |
Regulation
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17:00 |
End of pre-conference seminar |
Jon Gregory
Partner
SOLUM FINANCIAL
Dr Jon Gregory is a partner at Solum Financial and specialises in counterparty risk and CVA related consulting and advisory projects. He has worked on many aspects of credit risk in his career, having previously worked with Barclays Capital, BNP Paribas and Citigroup. He is author of the book "Counterparty Credit Risk: The new challenge for global financial markets".
Jon holds a PhD from Cambridge University.
