XVA Model Validation and Development 2016 is a conference that covers topics such as:
- The challenges of validating stemming from the complexity and magnitude of XVA models
- How to benchmark and back test XVA models
- Examples of proper model governance for XVA models
- Practical case studies of validating different XVA models
XVA Model Validation and Development 2016 brings together attendees involved or interested in:
- XVA/CVA/DVA/FVA/KVA Models
- XVA/CVA/DVA/FVA/KVA Model Validation/Backtesting
- Model Validation
- XVA Quantitative Analytics
- Trading Model Validation
- Pricing Model Validation
- Market Risk
- Counterparty Risk
- Risk Model Validation