6th Annual XVA Forum: Funding, Capital and Valuation 2016

19-20 Sep 2016

London, United Kingdom

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The 6th Annual XVA Forum: Funding, Capital and Valuation 2016 is dedicated to emerging standards related to pricing in capital, funding and margin.

Key Topics

What impact new rules for initial margin will mean for pricing
How KVA is being used to capture the cost of capital
How peers are aggregating XVA calculations to optimise resources
Ensure that FVA methodologies are up to date, including developments with the NSFR and LCR

Who should Attend

Attendees with responsibilities in:

Derivative Trading Desks
XVA
Pricing
Derivative Structuring Desks
Collateral
Quantitative Analytics
Fixed Income
Treasury
KVA
CVA
Counterparty Risk
Market Risk
Swaps

Past Events

6th Annual XVA Forum: Funding, Capital and Valuation 2016 - 19-20 Sep 2016, London, United Kingdom (58800)

Annual XVA Forum: Funding, Capital and Valuation 2026

Important

Please, check "Annual XVA Forum: Funding, Capital and Valuation" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Internal Audit & Compliance, Risk Management

Government & Global Issues: Law & Regulations

Services: Banking

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