Tomo Kodama

Tomo Kodama

Job Title: ‎Managing Director, Counterparty Portfolio Management

Company: BANK OF AMERICA MERRILL LYNCH

Speaking at the following:

11:40 - 12:25
MVA and practical applications

Overview of MVA and common calculation issues Non-cleared derivatives margin rules and the background for it What are trading and structural impacts of these of new margin rules Standard approach Why do we need a common initial margin model? Why to choose this model? Margin funding and determining your FVA Examples and actual numbers High… Read more.