Location
Napa Valley, CA
United States
Date
April 22, 2015
Type
Presentation
Event Type
Spring Conference
Presenters
Kim Detiveaux, John Evenstad, Scott Davis, Morgan Davies
Description
Discussion focuses on significant aspects of counterparty exposure and various methodologies used to calculate the exposure valuations. Methods used to estimate credit exposure are highlighted, exploring the components of a transaction that impact exposure such as type of commodity and contractual terms (physical vs. financial transaction, payments terms, forward contracts, etc.) Examples and experiences for various commodities will be discussed with focus on best practices.
