9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019

  • 16-18 September 2019
  • London, United Kingdom

9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019 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

9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019 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)

9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019 will be held in London, United Kingdom on 16-18 September 2019.

Venue

London,
United Kingdom
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Future Events

  • 9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019 - 16-18 Sep 2019, London, United Kingdom (83306)

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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