February 12, 2016 17:27 ET

GFMI to Host the Methodologies for Derivative Pricing and Valuation Conference in NYC

Optimize Valuation Adjustments to Perfect Pricing Strategy

NEW YORK, NY--(Marketwired - February 12, 2016) -  GFMI will host the Methodologies for Derivative Pricing and Valuation Conference on March 3-4, 2016 at the Downtown Conference Center in New York City. This GFMI conference will discuss the key methodologies to calculate value adjustments. Delegates will understand whether the current strategies for calculating CVA and DVA remain effective or if institutions need to change them in light of new regulations. Institutions will understand the latest calculations, such as FVA and KVA, and ensure they adapt their infrastructure to best manage XVA and correctly price their derivatives.

Learn from key practical case studies:

  • The Federal Reserve Bank of New York discuss efficient modeling for CVA and other adjustments
  • BNY Mellon show the effect of FVA on derivative valuation
  • Bank of Montreal explain how to manage and build an XVA desk to oversee and hedge valuation adjustments
  • TD Securities evaluate technology management to streamline the derivative pricing process
  • Morgan Stanley debate the future of regulations and the possibility of Basel IV

"I found the conference to be one of the most useful I have attended so it was well worth the effort." - Santander

"Extremely well-prepared event. Very interesting, practical and informative talks from the conference speakers. I would recommend this event anytime and I hope to be able to attend the next one!" - Societe Generale

"All items are very relevant with good levels of speakers. Thank you." - Bank of America

Check out the conference brochure or email Tyler Kelch, Digital Marketing Manager at

Featuring Case Studies from Leading CVA Experts, including:

Troy Ovitsky
Managing Director, Head of XVA and Contingent Credit Trading
Wells Fargo Securities

Mark Syrkin
Senior Bank Examiner
Federal Reserve Bank of New York

Leif Andersen
Managing Director, Global Co-Head Quantitative Strategies Team
Bank of America Merrill Lynch

Gonzalo Garcia Kenny
Managing Director, Head of Portfolio Optimization Desk

Patrick Morris-Suzuki
Executive Director
JP Morgan

Janaka Withana
Executive Director, Head of FVA
UBS Services Group

About Global Financial Markets Intelligence
GFMI is a specialized provider of content-led conferences for the financial markets. Carefully researched with leading financial market experts, our focused quality events deliver key bottom-line value through targeted presentations, interactive discussions and high-level networking opportunities. 

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