PRMIA Russia - PRMIA Russia Risk Seminars: How to manage CVA?

[Ivliev, Sergey V.]

PRMIA Russia invites risk-community members to participate at the workshop on basic concepts of CVA led by Ruslan Sibaev (Promsvyazbank).

Workshop agenda:

·                  Theoretical value of CVA, DVA and Funding Costs (FVA).

·                  The concept of Wrong Way Risk.

·                  The concept of liquidity charge (LVA): legal framework and documentation assymetry.

·                  Hedging solutions in managing counterparty risk.



Speaker: Ruslan Sibaev, Head of FICC, Promsvyazbank
Ruslan Sibaev is a Financial Markets professional with 13 years of international experience.  His expertise includes trading and structuring Emerging Markets credit and interest rates products: substantial experience in credit analysis of Russian/CIS as well as Sub-Saharan African companies and tailor made hedging solutions origination for clients and investors. Prior to joining Promsvyazbank Ruslan had worked for ING, Standard Bank ICBC and Otkritie Capital. Ruslan holds a Master's Degree with honours from M.V. Lomonosov MSU and currently enrolled in Executive MBA at the University of Chicago Booth School of Business in London.
Date & Time: 22 April 2015 19:00-20:30. Registration starts at 18:30.
Venue: Moscow, 2nd Brestskay, 8, Floor 15, Prognoz
Fee: Participation is free. Number of seats is limited to 30.
Language: Russian (no translation is provided)
Organizer contacts: Sergey Ivliev, ivliev на prmia.ru<mailto:ivliev на prmia.ru>

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