7th Annual Derivative Pricing and XVA Forum 2017 | Marcus Evans | 25 September 2017 | London, United Kingdom
Venue
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| Event Date |
Mon Sep 25 BST - Wed Sep 27 BST (about 7 years ago)
In your timezone (EST): Mon Sep 25 12:00am - Wed Sep 27 12:00am |
| Location | London, United Kingdom |
| Region | EMEA |
Details
Maximise your derivative pricing to maintain competitiveness among the rising cost of funding.
Why You Should Attend
7th Annual Derivative Pricing and XVA Forum
XVA Management has heavily advanced in recent years, as institutions get to grips with all the requirements that need incorporating into derivative pricing. However, the new bilateral margin requirements and other regulations not only need incorporating themselves, but have increased the cost of collateral, requiring further KVA and MVA adjustments to be incorporated into derivative pricing. Institutions now need to advance their XVA strategies to ensure they understand the latest requirements, and are able to incorporate them into their pricing strategies, to maintain competitiveness while meeting their internal costs.
This marcus evans conference will enable institutions to understand the latest developments within XVA. They will learn how to avoid overcompensation from the overlap between valuation adjustments, and how to best manage and incorporate the latest MVA and KVA calculations into their derivative pricing strategies. They will hear about how CSA agreements are being adapted to best manage and reduce the cost of collateral. Finally, they will address best practices to minimise the effect of the margin requirements and CCP risk on their portfolios.
Speakers
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Sponsors & Partners
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