Date: June 11, 2012

Topic:

A Practical Guide to Fair Value and Regulatory CVA

Synopsis:

Credit Valuation Adjustment (CVA) is an integral part of fair value accounting regulations and the subject of a new capital charge under Basel III. Dr. Alexander Sokol will review CVA methodology and provide guidance for effective implementation and compliance. The presentation will also address the latest advances in the quantification of wrong way risk and gap risk in CVA.

Venue:

Thomson Reuters, Kungsgatan 36, 2nd floor, 111 35 Stockholm, Sweden

Speaker:

Dr. Alexander Sokol, Chief Executive Officer, CompatibL

Time:

5.30PM - 8.00PM

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For more information, please contact GARP Regional co-Directors, Stockholm, Sweden Chapter:

Peter Rosenqvist, Chief Risk Officer, Avanza Bank - peter.rosenqvist@avanza.se

Johan Stromberg, FRM, Regional Manager, Numerix Nordics and Baltics - jstromberg@numerix.com