The 8th Annual XVA and Scarce Resource Management 2018 covers topics such as:
- Minimise the impact of KVA and other capital charges on the derivative portfolio
- The latest developments with initial margin and MVA to best reduce costs
- Modernise derivative infrastructure to best manage XVA
- Innovative techniques within XVA, such as compression and discounting, to best manage scarce resources
- The role of AI and machine learning in derivative pricing
The 8th Annual XVA and Scarce Resource Management 2018 brings together senior attendees from:
- CVA Desks
- XVA Desks
- XVA Trading
- Resource Management
- Derivative Structuring
- Derivative Trading
- Derivative Pricing
- KVA, FVA, DVA
- Quantitative Analytics
