IFRS 13 - Accounting for CVA & DVA by Dmitry Pugachevsky & Roman Bedau

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IFRS 13 - Accounting for CVA & DVA by Dmitry Pugachevsky & Roman Bedau

Presented by Dr. Dmitry Pugachevsky, Director of Research at Quantifi; and Dr. Roman Bedau, Consultant at Deloitte Germany, the webinar focused on the following:

  • Challenges and implications of measuring financial instruments under IFRS 13
  • Review of the different fair value adjustments 
  • Risk factors specific to model-based fair value measurements
  • Concepts for calculating complex variables: CVA, DVA and FVA (XVA)

Published date

Monday, 10 November, 2014