4 December 2018
Valuation & Pricing for Buy-Side Firms - 5th Annual Practitioners' Forum
Join 80+ 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.
What's on the agenda for 2018?
End to end analysis of effective valuation and pricing governance. From source-data and margin calculation to outsourcing, vendor selection, and the challenges of crypto currencies - this unique industry forum is the established platform for the Buyside to share evolving industry best practices.
Feedback 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
Spotlight session on valuing STS securitisations
- The new EU Framework for securitisation
- STS's - opportunities and risks for the Buyside
- Due dilligence requirements for asset managers
- Valuation and pricing considerations
- Prudential and capital management implications
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
15+ Speakers representing the entire investment process - including asset managers, asset owners, asset servicing companies and leading advisory firms....
The 5th Annual Valuation & Pricing for Buy-Side Firms Forum in numbers...
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