Valuation Risk Webcast

With the increasing complexity of financial instruments and growth in related data volumes, valuation and pricing processes are becoming ever more complicated. Firms are under immense pressure to get valuations right to comply with increased regulation, to set aside adequate levels of regulatory capital and to understand possible operational and performance risks. Valuation uncertainty and risk stem from a lack of transparency on methodology, timeliness and consistency of input data and the valuers limited insight into valuation approaches. This has resulted in the need for financial institutions to adapt their strategies around pricing and valuation with greater focus on hiring and training more valuation experts and relying increasingly on independent third-party vendors to provide deeper insight into price verification.
- Valuation and Pricing: Impact on the institution front to back office
- What does valuation transparency look like?
- Multiple Valuation and Pricing Sources: Identifying valuation risks and outliers
Speakers:
Stephen Ingle, Derivatives Product Manager, BANK OF NEW YORK MELLON
Sanjay Sharma, Chief Risk Officer, Global Arbitrage & Trading, RBC CAPITAL MARKETS
Atanas Goranov, CFA, FRM, Managing Director, Derivatives Risk Officer, THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA
Peter Jones, Senior Director, Valuation and Risk Strategies, S&P CAPITAL IQ
Tine Thoresen, Executive Editor, INSIDE REFERENCE DATA (Moderator)
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