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Counterparty Risk & Regulation - a Sell-Side Perspective, Quantifi Annual Conference 

January 14, 2015

Moderated by Gonzalo Garcia-Kenny, Head of US Portfolio Optimization, Citigroup, the sell-side panel reflected on the ‘Counterparty Risk & Regulation from a Sell-Side Perspective’. The panel discussed the implication of new regulations, the implementation of central clearing and collateral rules, the changing role of CVA desks post the financial crisis, and how banks have moved to pricing FVA into transactions. Speakers also highlighted products becoming less bespoke as a direct result of the complexity of the credit crisis and how pricing behaviours are very different now to what they were pre-crisis. Panelists include Jason Hickey, Managing Director, Global Markets Risk, Bank of America and Milton J. Brown, Executive Director, Risk Exposure Management, UBS AG.

Highlights: Quantifi

 

 

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