2013 News Archive


PRMIA meeting - Counterparty Credit Risk and Credit Valuation Adjustment

On Thursday 18th April, the PRMIA Netherlands Chapter meeting was held at AIF. Guest speaker was Dr. Jon Gregory, a specialist in counterparty risk and credit derivatives. Dr. Gregory discussed the latest developments in Counterparty Credit Risk management and CVA, and addressed the valuation, regulatory (Basel 3) and trading dimensions.

18 Apr 2013