Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital

Description

Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital is a conference that covers topics such as:

  • The price of margin for both cleared and bilateral trades and evaluate MVA as a means to do this
  • Derivatives valuations under IBOR transition with focus on legacy contracts and the new discounting curve
  • How machine learning and other tools such as cloud computing can optimise the XVA desk
  • Price future capital costs into todays derivatives with particular focus on FRTB-CVA
  • How competition in derivatives particularly with the corporate swaps market has put pressure on pricing

Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital brings together senior attendees with responsibilities in:

  • CVA Trading
  • XVA Trading
  • MVA Trading
  • KVA Trading
  • Head of Valuations Methodology
  • XVA/XVA Trading (CVA/MVA/KVA//FVA/DVA/COLVA)
  • XVA Quantitative analysts
  • Head of counterparty credit risk (CEM)

Future Events

Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2020

Important

Please, check the official conference website for possible changes, before you make any traveling arrangements

Prices are for evaluation only.

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