Management Solutions participated as a speaker at the webinar “The new FRTB CVA capital regime - pathway to change”, organized by SS&C Algorithmics and attended by professionals from more than 40 financial institutions around the world
Management Solutions´ presentation, offered the more than 150 attendees – financial sector professionals from 40 banks around the world, an overview of the challenges that the ”Basel IV” CVA (Credit Valuation Adjustment) capital regime poses for firms that choose to implement internal models (SA-CVA), also detailing the changes required to adjust to the new basic approach (BA-CVA).
After the presentation, a discussion took place that provided an indication of the main issues perceived by the audience regarding this regulatory change.
