Lepus in association with SAS

 London Seminar – 28^th March 2012

On

“Countering Counterparty Credit Risk using CVA ”

 In excess of 160 people attended this seminar

The seminar took place from 18:00 – 19:30 followed by a drinks reception.

The panel included:

Henri-Pierre Boissieres,CVA desk:Methologies,processes and risk management.

Joe Holderness, Global Head of IB Credit Portfolio – JP Morgan

Julian Keenan, Managing Director, Head of CVA Portfolio Management – WestLB

Antoine Miribel, Director-Head of Counterparty Credit Trading – GFFX– Deutsche Bank

Frank Gerhard, Managing Director-Head of Change Management,CVA - Unicredit

Areas covered included:

• In light of the recent sovereign debt crisis inEurope, how important has effective management of counterparty credit risk become?

• What impact will the new regulations regarding central clearing and e-trading of standardised OTC derivatives have on counterparty credit risk management?

• What advances in CVA calculation and pricing have been made, and are benefits being realised?

• How feasible is CVA calculation on a fully netted, real time basis at present?

• What are the challenges in accounting for wrong way risk in CVA calculation?

• What does the future hold in terms of the technology and calculation methodologies for CVA?

For more information and to register for this seminar please emailjackie.lambert@lepus.com