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Informa

4 December 2018
Grange Tower Bridge Hotel,
London

Valuation & Pricing for Buy-Side Firms - 5th Annual Practitioners' Forum

Join buy-side valuation governance and controls specialists tackling the latest regulatory, operational and risk management challenges of finding and demonstrating fair value.

ASSET MANAGERS AND ASSET OWNERS MAY ATTEND FREE OF CHARGE.

COMPLIMENTARY DELEGATE PASSES:

Bona fide representatives of asset management firms and asset owners (including pension funds, insurers and wealth management firms) are eligible to attend FREE OF CHARGE.

What's on the agenda for 2018?

Lessons from the FCA's multi-firm review of hard to value assets
  • Key findings of the FCA's multi-firm review 
  • Mitigating the risks of conflicts of interest
  • Documenting Fair Value Pricing policy 
  • Evidencing meaningful adherence
  • Ensuring appropriate levels of expertise in 1st & 2nd line
  • Provide robust challenge
Evidencing independence throughout the valuation process
  • Ensuring an objective valuation process
  • Demonstrating independence of the valuation committee
  • Maintaining functional independence from portfolio management 
  • Evidencing impartiality, due skill care and attention
  • The role and risks of subjective judgement
LIBOR in transition: addressing valuation source-data challenges
  • Uses of LIBOR in the swaps and derivatives markets
  • LIBOR’s designated successor: The Secured Overnight Financing Rate
  • ISDA Consultation and transition challenges
  • Proposed steps for Buy Side firms  
  • Areas of specific concern for valuation and pricing teams  
Crypto currencies - valuation best practices for the buyside
  • Understanding digital currencies
  • Current state of regulation
  • Mitigating risk to attract investors 
  • Adapting an investment valuation policy
  • Audit considerations



Pricing and risk management
Posting initial margins on OTC derivatives - calculating the XVA
  • Why and when should buy-side firms get to grips with valuation adjustments?  
  • Understanding XVA costs 
  • Calculating XVA numbers  in practice
  • Using valuation adjustments to optimise trading
  • External resources available to asset managers

BECOME AN EVENT PARTNER AND RAISE YOUR FIRM'S PROFILE WITHIN THE BUY-SIDE ASSET PRICING SPACE...


As an event sponsorship or exhibition partner, we can help you to forge new business relationships, share your experiences and position yourself as a go-to firm for buy-side asset pricing advice, software, and data. Through understanding your business objectives and requirements we can tailor a solution to suit your strategy and budget. Don't miss your chance to get involved! 

For a bespoke package, contact Jo Dixon on Jo.Dixon@informa.com  or call: +44 (0)207 551 9318

Bronze Sponsor