Join industry experts from Switzerland to discuss XVA and counterparty credit risk in the context of structured products and exotic OTC products. With the increasing focus on profitability will XVA be priced more into complex products? And what will be efficient management of counterparty credit risk both from a business and a regulatory perspective? Discuss this and more with your peers from institutions across Switzerland.
Join us for an afternoon of talks and a networking apero afterwards.
| Time | Content | Speaker | Company |
|---|---|---|---|
| 14:45 | Registration | ||
| 15:00 | Welcome and Introductions | Dr Markus Baden | d-fine |
| CVA, FVA and Capital Cost of Structured Products Trading | Dr Holger Plank | d-fine | |
| CCR Management for OTC Business – A Practitioner's View | Patricia Enzi-Ellert | ZKB | |
| Why You Should Care About Counterparty Exposure: Residual Risks and the Final BCBS Guidelines | Dr Christian Kappen / Dr Stefan Winkelmann | d-fine | |
| 17:00 | Apéro & Networking | ||
| 18:00 | Closing |
Speakers
Dr Holger Plank, Director & Senior Quant
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Patricia Enzi-Ellert, Head of Market Risk Analysis & Services
Zürcher Kantonalbank (ZKB)
Dr Christian Kappen, Senior Manager and Expert XVA & Counterparty Credit Risk
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Dr Stefan Winkelmann, Senior Manager and Expert XVA & Counterparty Credit Risk
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Hosts
Dr Markus Baden, Host & Moderator
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Dr Holger Plank, Co-Host
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