CVA Role: - Simulation and pricing of CVA for new deals, unwinding, restructuring and novations. - Advise Front Office Sales/ Structuring teams as far as the correct counterparty risk pricing of the deals is concerned taking into account: foreseen changes in regulations (Basel III), risks embedded in the deal and clients' credit profiles. - Optimize and categorize post integration portfolio: o Novations of derivative exposures in line with integration plans o Categorization of clients into sub-portfolios - Cooperate with CVA Desk in London. - Ensure correct risk/ revenue split with... ## Type : Contract ## Location : Belgium
↧