05 Jan 2010

View a webcast of the roundtable event or read a transcript of the discussion from Risk Magazine.

Xenomorph was pleased to participate in Risk Magazine's roundtable: Derivatives valuation and transparency. The panel of industry experts - including Xenomorph's Brian Sentance - explored issues around derivatives transparency and valuation globally, and in particular in light of the recent financial crisis.

Over the past few years, there has been a general trend for greater accounting and auditing disclosure of derivatives positions driven by IAS 39, Mifid and other directives. As banks and asset managers announce large writedowns on structured derivatives portfolios, there is even greater focus on how to protect existing portfolios from the same demise. With the onset of change in the regulatory landscape, it is clear that an important factor for institutions is transparency and consistency.

Industry experts on the roundtable included:

– Ralph Baxter, CEO, ClusterSeven
– Eric Benhamou, CEO, Pricing Partners
– John Collins, head of risk, Rule Financial
– Gavin Lee, CEO, SunGard's Reech business unit
– Brian Sentance, CEO, Xenomorph

Read more on the Risk.net website.

View a webcast of the roundtable event.