The Buy Side Takes On the New Age of Derivatives Valuation
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Buy-side firms must overhaul their pricing valuation procedures in order to gain competitive advantage in a time of major regulatory and accounting reforms. Most firms are only now adjusting to the revamped valuations that are key to the clearing and execution of over-the-counter derivatives as mandated by Dodd-Frank and the European Market Infrastructure Regulation (EMIR).

The buy side will also need to effectively embrace FASB 157 for the fair value calculation of assets and the IFRS 7 rules governing how firms disclose information about their financial instruments and related risks. They will also have to learn how to leverage the UCITS regulatory framework for the marketing of investment products across the EU.

To help firms come to grips with these complex problems, join this 60-minute, free webinar on the new valuation procedures and current methodologies that buy-side firms will have to implement to meet regulatory requirements, improve operations and increase profits.

The discussion will explore:

  • Issues surrounding valuations of illiquid and opaque derivatives
  • Model-based valuations vs. valuations derived from surveys
  • Understanding vendor valuation methodologies
  • Valuation issues arising from the central counterparty clearing of OTC derivatives
  • How to avoid conflicts of interest


Matthew McFarland, Director, Business Development, CBOE
Larry Levine, Partner, McGladrey LLP
Judson Baker, Product Manager, Derivatives & Collateral Management, Northern Trust


CPE Credits:  1

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