Webinar

Swift XVA Pricing in Times of Inflation and SA-CCR Regulation

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Market volatility is creating a uniquely challenging environment for XVA desks right now. Geopolitical risks and sanctions are pushing up spreads and CVA costs. Inflationary pressures are fomenting long-term inflation swaps with heavy XVA weight. And to cap it all the SA-CCR, the counter-party risk regulation, is looming on the near-horizon.

In this volatile environment, the last thing XVA desks need is a highly manual process for calculating post-LIBOR RFR adjustments -- when CVA and FVA calculations must be made both swiftly and precisely.

Join us for a session covering the best of Bloomberg’s XVA tools. We will discuss the current trends in XVA and the increased relevance of XVA desks in the financial community. Then we will use practical, helpful examples to demonstrate how Bloomberg can help solve these XVA challenges.

Speakers

Gerard Frewen

Global Head of XVA Products

Bloomberg

Gerard Frewen is the Global XVA product manager at Bloomberg L.P., managing the development of the firm’s MARS XVA Enterprise application. Prior to joining Bloomberg, Gerard was an Executive Director at Morgan Stanley, where he spent twelve years as a member of the Counterparty Portfolio Management trading desk, responsible for pricing and hedging XVA for the Interest Rate, Foreign Exchange and Credit businesses. Gerard holds a BE in Chemical Engineering and a MBS in Quantitative Finance from University College Dublin, Ireland.

FRANCOIS POTIER

Risk Solutions Sales Europe

BLOOMBERG/ LONDON

Francois is in the Risk Solutions Group sales covering European countries. The Risk offering includes APIs and Excel Add-In sophisticated calculation tools equipped with live market data. Prior to joining Bloomberg, Francois worked at UBS and Societe Generale in Trading & Sales and in Corporate Finance. Francois graduated from Ecole Polytechnique in Paris, and holds a MSc in computer science from New-York University.

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