XVA Model Validation and Development 2016

  • 18-19 Apr 2016
  • Hilton London Canary Wharf hotel, United Kingdom

Description

XVA Model Validation and Development 2016 is a conference that covers topics such as:

  • The challenges of validating stemming from the complexity and magnitude of XVA models
  • How to benchmark and back test XVA models
  • Examples of proper model governance for XVA models
  • Practical case studies of validating different XVA models

XVA Model Validation and Development 2016 brings together attendees involved or interested in:

  • XVA/CVA/DVA/FVA/KVA Models
  • XVA/CVA/DVA/FVA/KVA Model Validation/Backtesting
  • Model Validation
  • XVA Quantitative Analytics
  • Trading Model Validation
  • Pricing Model Validation
  • Market Risk
  • Counterparty Risk
  • Risk Model Validation

Past Events

Important

Please, check "XVA Model Validation and Development" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Internal Audit & Compliance, Legal, Risk Management
Government & Global Issues: Law & Regulations
Services: Banking
Technology: Information Technology (IT), Software & Applications

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