XVA AND THE IMPACT ON CLIENTS AND PRODUCT OFFERINGS
Mike Duncan
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Mike Duncan
Financial Markets Expert | I provide tailored Trading & Structuring solutions to Capital Management, Risk, Hedging, Funding, & Investing challenges | Expert speaker on Global Financial Markets| Singapore PR
Derivative Funding & Valuation GFMI Conference Mar 2017 - Singapore
Agenda
? My role at RBS Capital resolution
? Market Themes
? Explaining to clients why contracts are being priced differently
? Pricing in the absence of a CSA
? How will the cumulative impact of XVAs change the market and the products available in it? What will be the impact on liquidity?
? Gaining a competitive advantage through your funding strategy
? The real competitive advantage
? Obtaining model approval under FRTB: will some products be exited?
? What banks should do under the higher capital requirements of SA-CCR?
? Closing thoughts
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Financial Markets Expert | I provide tailored Trading & Structuring solutions to Capital Management, Risk, Hedging, Funding, & Investing challenges | Expert speaker on Global Financial Markets| Singapore PR
3 年Derivative Funding & Valuation GFMI Conference Mar 2017 - Singapore