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