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4th Annual Fair and Prudent Valuation for Derivatives (London) 24-25 Nov 2016

  • 24 November 2016 - 25 November 2016
  • Organiser: Marcus Evans
  • London, UK

This derivatives conference has been organised by Marcus Evans. The conference organiser will be bringing together investment professionals to discuss and debate prudent and fair valuation for derivatives. Attendees, such as banks, will be able to analyse the latest ways of implementing PruVal methodologies and its various applications. The major topics to be covered at this conference include the definition of MVA emerging practices and their relationship to the principles of fair value, the impact of capital on fair valuation alongside KVA, the interaction of Prudent Valuation with other regulations, and the latest EBA reporting guidelines, and practical approach benchmarks for Prudent Valuation. Register delay - don't delay!

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