Sponsored by ?

This article was paid for by a contributing third party.More Information.

Price sensitive: maximising value from IPV data and valuation control

The panel

  • Andy Nendick, Head of risk solutions client engagement, Parameta Solutions
  • Diego Giovannini, Head of financial engineering and pricing controls, IMI CIB risk management, Intesa Sanpaolo
  • Mohit Gulati, Head of Emea equities valuation control, Citi
  • Steve Luxton, Managing director, valuation control, JP Morgan Chase
  • Moderator: Philip Harding, Commercial editor, Risk.net

Independent price verification (IPV) is a crucial component of the valuation control framework of financial institutions, ensuring internal prices align with independent third-party sources, and providing crucial insights for risk teams.

But the task is becoming more difficult. More stringent regulatory requirements in areas such as International Financial Reporting Standard 13 and the Fundamental Review of the Trading Book are forcing firms to source and process higher volumes of granular data. Historical data is becoming less reliable in the wake of recent crises and market shocks, and patchy liquidity is complicating asset valuation in certain markets.

For valuation teams, poor data quality can impact valuation models, leading to missed hedging opportunities and eroding market confidence and trust. And, for risk teams, it can mean inaccurate assessments of potential losses or capital adequacy.

This Risk.net webinar assesses the changing demands of IPV and valuation control as part of a robust risk management strategy, and how banks can ensure data quality and compliance in the future.

Key discussion points include:

  • How banks are reshaping their strategies and processes to adhere to more complex demands of IPV in today’s environment
  • How an effective valuation control framework better contributes to risk management strategy
  • What data sources are banks using to fill the gaps in IPV, fair value modelling, scenario planning and stress-testing?
  • How risk and valuation teams can drive efficiencies and maximise value from their investments in data.

This webinar is essential for IPV specialists, valuation control leaders and risk managers looking to derive greater value and insight from pricing and valuation data.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here