Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA cada día en la gestión del Riesgo Contraparte en América Latina, presentamos durante el II Congreso Latinoamericano de Riesgos los lineamientos generales y recomendaciones para evaluar y gestionar el CVA y sus formas de cobertura, así como sus retos de cálculo y otros consideraciones de Mercado. También presentamos los impactos inmediatos y los de más largo plazo que enfrentara un banco en el manejo del CVA.
English Translation:
Numerix Slide Presentation | Counterparty Risk and The Newest Market Adjustments | August 2017
Given the increased attention on Credit Counterparty Risk in Latin America, Augusto Carvalho of Numerix presented "Counterparty Risk and The Newest Market Adjustments" at the Il Congreso Latinoamericano de Riesgos in Peru on August 18th. The presentation specifically focuses on CVA/DVA and the short and long term impacts a Latin American bank will face when deciding to implement a CVA platform.
This presentation was made in Spanish for a Spanish speaking audience and slides are not translated.
Numerix Presenter Bio:
Augusto Carvalho, Solutions Specialist, Numerix
Augusto Carvalho has been working with derivatives for nearly 15 years. Since 2014, he has been working with Numerix as a Solution Specialist focusing on Market and Credit Counterparty Risk for Latam and more recently in the Southeastern United States.
Prior to Numerix, his experience includes the modeling of credit derivatives for an investment bank in Milan, credit risk management for a pioneering mobile payment start-up, and R & D pricing in the derivatives market in Brazil . He has a master's degree in theoretical physics and complex systems and applications to risk management, and has extensive experience in derivatives price conferences at universities and financial education centers in Brazil.
