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)