A webinar designed for senior operations professionals at investment firms looking to understand the challenges around OTC derivatives valuations, including risks and impacts. Featuring insight from a leading institution, analyst and solutions provider in capital markets, Perspectives on OTC Derivatives Valuations, Risks & Impacts explores how firms can improve the valuation process and manage technology challenges to achieve more consistent pricing and reference data.

Overview:

It’s more important than ever to be able to determine an accurate value for non-listed trades both within and outside of firms. However, valuation consensus is often difficult to achieve, especially when dealing with exotic products. Data must be complete, consistent and timely, but firms are looking toward regulatory initiatives for greater guidance, particularly in areas such as pre-trade best execution and post-trade reporting. Meanwhile, technology challenges include the need to improve the speed and accuracy of trading data, especially with more vanilla OTC products.

The consequences of unreliable, inconsistent poor data include dissatisfied customers, confused employees, unhappy stakeholders, poor bottom-line results, and negative risk to enterprise capital and enterprise viability. This unique webinar examines how firms can better manage and utilize their valuation data, manage technology challenges to avoid those negative consequences, and achieve more consistent pricing and reference data.

Attend this 60 minute webinar to hear three leading industry experts discuss the following topics:

• Defining Valuation Transparency
  • Market and other reference data, timing and granularity
  • Curves and other interpolated pricing attributes
  • Models and Methodologies – implicit assumptions with pricing model
• Enterprise Usage of Valuation Data
  • Utilizing valuation data for optimal portfolio management and trading
  • Instituting proactive, vs. reactive, compliance controls
  • Improving accounting and reporting
• Technology Challenges
  • Improving speed and accuracy of trading data, especially with more vanilla OTC products
  • Understanding how more exotic products work and should be valued across firms to instill more consistency in pricing
  • Generating more granular data to meet demands of the marketplace and regulators
  • Better data governance
  • Managing a complex and disparate technology landscape

Each topic will be introduced and then discussed by the three participants in an open conversational style. Polling of the audience will take place for each topic with answers made available during the discussion.


Featured Speakers:

• Stephen Bruel, Research Director, Securities & Investments, TowerGroup
• Eric Gulbrandsen, Managing Director, Financial Services Practices, Maven Wave Partners
• Ken Knowles, Executive Vice President, Financial & Risk Solutions, Openlink

Thursday, October 21, 2010-11:00 AM ET / 10:00 AM CT / 8:00 AM PT / 4:00 PM GMT
Sponsored by: OpenLink