Banks are competing more fiercely than ever for derivatives business but now face a litany of other costs associated with a derivative. In addition to calculating the fair value, the transaction cost and the financing cost, banks must now account for a CVA charge, DVA adjustment, and FVA charge to truly capture the costs of conducting derivatives business.

Moreover, as regulations in the derivatives market continue to be rolled out and implemented, banks face growing pressure on their current business models from the new regulations.

To survive and thrive in this new era of derivatives trading, banks are adopting increasingly global (and less myopic) models for measuring costs and overall profitability. In addition to allowing better pricing, these methodologies support the creation of better profitability metrics and “risk-adjusted” personnel incentives.

On Wednesday, January 15th, 2014 featured speaker Satyam Kancharla, SVP of Numerix’s Client Solutions Group, explored emerging decision support tools that can help a bank make the decisions that best align the bank’s interests in credit risk, liquidity consumption and regulatory capital with a robust and profitable derivatives operation.

Mr. Kancharla covered:

  • Overview of derivatives-related costs (MtM, CVA, DVA, FVA)
  • Overview of regulatory measures (CVA, RWA)
  • Incorporating these measures into Pre-trade checks (Limits, Profitability)
  • Post-trade monitoring and management of risk
To view the on-demand webinar, just register on the right side of this page. Space is limited, reserve your seat today!

Featured Speakers:

Satyam Kancharla, SVP Client Solutions Group, Numerix
Mr. Kancharla is currently the head of Numerix’s Client Solutions Group, which is responsible for Product Management, Financial Engineering and Client Services. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Pre-Sales at Numerix.

Before joining Numerix in New York, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia. Earlier in his career, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles. He holds an MBA degree, an MSc degree in Applied Statistics and Informatics, a BSc in Mathematics and Computers, and CFA and FRM certifications.

Moderator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

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