FINCAD, the market leader for innovative derivatives solutions in the financial industry, is hosting a free webinar entitled, "Overcoming Technology Barriers in CVA Implementation" on September 8th, 2011 at 11:00 EST / 08:00 PST.
In today’s volatile markets, margins have tightened and Credit Value Adjustment (CVA) has gained new prominence among institutions worldwide as the required tool for managing Counterparty Credit Risk. With a heighted focus on P&L, many are now looking for ways to manage their CVA proactively. Implementing such a solution, however, can be fraught with technology challenges driven by requirements for refined calculations, consistency among models and questions of optimum results vs. computing practicality.
FINCAD has developed an integrated modeling framework for pricing and scenario generation that produces the robust CVA values and sensitivities that enable CVA hedging and allocation. FINCAD Analytics are used globally by more than 4,000 clients and more than 70 leading providers of portfolio management, trading, order management, and risk systems leverage FINCAD Analytics to meet the derivatives analytics needs of their clients.
According to Dr. Tony Webb, Director of Analytics at FINCAD, “With many institutions looking for CVA solutions to address regulations and Counterparty Credit Risk management, it has never been more important to have a flexible framework that can integrate with existing systems and enable proactive management of CVA risk.”
In this one hour webinar and technical demonstration Dr. Tony Webb and Dr. Marc Vlitos, Product Manager Enterprise Solutions, FINCAD will be exploring the technology issues and opportunities associated with implementing effective solutions for cross-asset CVA. Those interested in registering can do so at https://www1.gotomeeting.com/
Founded in 1990, FINCAD provides advanced modelling solutions built on award-winning, patent pending technology. With more than 4,000 clients in over 80 countries around the world, FINCAD is the leading provider of financial analytics technology, enabling global market participants to make informed hedging and investment decisions. FINCAD provides software and services supporting the valuation, reporting and risk management of derivatives and fixed income portfolios to banks, corporate treasuries, hedge funds, asset management firms, audit firms, and governments. FINCAD Analytics can be accessed through Excel, MATLAB, as a Software-as-
Direct: +1 604 831 9599
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Founded in 1990, FINCAD provides software and services supporting the valuation and risk management of cross-asset class derivatives and fixed income securities to more than more than 4,000 organizations in over 80 countries.