Guillaume Pluchet

Head of XVA / CVA desk, APAC at Credit Suisse

Professional situation

Épanoui(e) professionnellement

Professional aspiration

Experience

Non renseigné

Desired salary

Non renseigné

Professional experience

Head of xva desk, apac

Credit Suisse group AG , Zurich

From September 2012 to Today

Additionals trainings

Ingénieur

Mines ParisTech

1998 à 2000

Master of Business Administration

The Wharton School of the University of Pennsylvania

2007 à 2009

Degree

Polytechnique – Ingénieur – 1995

Skills

XVA

cross-asset

correlation

concentration risk

CVA

counterparty credit risk

EPE

PFE

DVA

Own credit risk

FVA

funding

NSFR

CAV

Collateral discounting

MVA

ISDA Master Agreement

CSA

Initial Margin (IM)

SIMM

KVA

RWA

Regulatory capital

Leverage ratio

CDO

BCBS

FRTB

BA-CVA

SA-CVA