15th Edition XVA Series: Front Office Capital, Funding, And XVA Optimisation 2022 | Marcus Evans | 16 November 2022 | London‚ United Kingdom

This event will provide practical guidance on how to optimise of banks' XVA and front office practices with in-depth sessions on aligning with regulations such as the FRTB and SA-CCR, enhancing XVAs, making collateral and margin management more efficient, improving computation and modelling with new methods and innovations, and adapting to macroeconomic shifts such as rate changes. These hands-on sessions will be delivered by best-in-class practitioners who are uniquely equipped to pass on their expertise in this field. This guidance will enable banks to rise to the challenge of the new regulatory and macroeconomic conditions, and establish a competitive advantage within the markets.

Key Sessions:
• VB UniCredit
Ensure that front office business strategy is optimised under the FRTB

• Wells Fargo
Empower XVA desks and implement effective XVA strategies

• State Street
Optimise collateral management and margins in the context of IM and UMR

• CIBC
Assess front office product strategies in the context of new regulatory frameworks

• BBVA
Ensure effective front office resource management in uncertain macroeconomic conditions

• Barclays
Adapt front office modelling to account for hedging costs

2022 Speakers

Ingvar Sigurjonsson
Managing Director, Funding and Collateral Transformation, State Street

Eunice Zhu
Director, Head of XVA Trading, SMBC Nikko Capital Markets

Luca Blasi
Senior Manager – Risk Management and Controls | Investment Banking and Sector Risks, Bank of England

Guillaume Dechambre
Director, XVA Desk, BMO Capital Markets

Daniel Cremades
Managing Director, Global Head of XVA Trading, BBVA

Matteo Angeloni
Director, XVA Trader, National Australia Bank

Ben Burnett
Co-Head of the XVA Quant Team, Barclays

Alan Baxter
Director, Head of Cross Asset Derivative Risk and Notional Optimisation, HSBC

2022 Sponsors

• Capitolis
• Acadia
• Capitalab