CVA, Funding and Valuation for Derivatives Conference

May 16-18, 2012
NYC, NY

www.mefinance.com/CVA_FXMMN

Hear from senior level executives from the Banking and Energy Trading industries and discover candid case studies and collate knowledge from industry leaders, returning to your desk certain of the derivatives funding and valuation spaces. Current speakers include the Federal Reserve Board, UBS, Wells Fargo, Scotia Capital, BNY Mellon, Barclays Capital and many more!

By attending this event you will:

1. Examine the way forward with CVA calculation and implementation
2. Understand the role of DVA and the recent controversies related to it
3. Illuminate the differing methodologies and the search for an industry wide standard with CSA’s
4. Delve into recent case studies and example curves for OIS discounting
5. Realize the implications of Basel III and its capital requirements
6. Scrutinize the assumed triple A rating of clearinghouses as counterparties

For a USD 200 discount for FX&MM readers. Mention “FX&MM” to Michele Westergaard at michelew@marcusevansch.com

Today's trading commentaries

Ignorance can be bliss
Michael Derks, FxPro
It has been remarkable how little asset prices have responded to consistently negative growth news over the past couple of days.

US Fed maintains stance
Philip Ryan, Currencies Direct
Ben Bernanke head of the US Federal Reserve predictably kept policy on hold whilst reducing forecasts for unemployment and raising expectations for higher near term inflation.

China eases the reins on housing
Michael Derks, FxPro
Aware that the property market has slowed rather more rapidly than they would have expected, Beijing is now implementing measures designed to ease financial conditions selectively.

Double-dip fears realised
Richard Driver, CaxtonFX
Yesterday’s UK GDP figure for the first quarter of 2012 revealed a 0.2% contraction, which means the UK has entered a technical recession and suffered the much-feared ‘double-dip'.

Recession news adds to the woes of the Coalition
Simon Denham, Capital Spreads
It’s official, we’re back in recession with the double dip being confirmed yesterday which is going to simply add to the woes of the Coalition.

Britain back in recession
Mark Deans, Moneycorp
Preliminary figures announced yesterday for Britain's gross domestic product in the first three months of the year showed output shrinking for a second consecutive quarter.

UK officially back in recession
Mark Bolsom, Travelex
The UK economy is officially back in recession after initial estimates on first quarter growth showed a surprise -0.2% quarter-on-quarter contraction.

Cautious optimism from the Fed
26 April 2012, Simon Smith, FxPro
The Fed decision last night was not expected to rock the boat, but the subtleties cannot be ignored given the reliance of many asset markets upon the Fed’s continued easy money stance.

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