9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital 2019 | Marcus Evans | 16 September 2019 | TBA, London, United Kingdom
Venue
TBA
TBA, London, United Kingdom
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| Event Date |
Mon Sep 16 BST - Wed Sep 18 BST (about 5 years ago)
In your timezone (EST): Mon Sep 16 3:00am - Wed Sep 18 12:00pm |
| Location |
TBA
London, United Kingdom |
| Region | EMEA |
Details
Why You Should Attend:
The benchmark-rate-reform represents one of the largest challenges banks face today, the uncertainty surrounding the future of the risk free rates and the treatment of legacy trades are becoming increasingly pressing. Aside from this, the increasing regulations on capital and initial margin are creating additional challenges for the XVA desk in terms of actively implementing these regulations and the additional requirements, and the best methods to weather the changes. Gaining clarity on these issues and establishing the strongest methodology to adopt will be crucial in ensuring these changes are met effectively.
This marcus evans event will investigate the impact from these issues and the challenges they pose as well as examining specific strategies to remain competitive throughout the difficulties facing the derivatives market.
Key Topics:
• Deutsche Bank Analysis of the discounting curves attach to risk free rates and the impact on the derivatives market
• Lloyds Explore the final stages of initial margin and the challenges of MVA
• Credit Agricole Addresses the future of FRTB-CVA for the XVA desk
• Nordea Discuss the challenges of pricing in the shifting regulatory landscape and the continuing challenge of KVA
• HSBC Investigating to the potential and possibilities for machine learning to optimise the XVA desk
Speakers
2019 Speakers
Jean Jacques Kamdem
Global Head of Traded Credit Analytics, HSBC
Felicity Anderson
Executive Director, XVA Trading Desk, Goldman Sachs
Darcy Hall
Managing Director and Head of the XVA Desk, National Bank of Canada
Julien Second
Managing Director and Head of XVA Trading, RBC
Laurent Chedin
Managing Director, Head of CVA and Scarce Resource Management, Credit Agricole CIB
James Zeb
Executive Director, J.P. Morgan
Matteo Rolle
Head of XVA, Capital and Collateral, Lloyds Banking Group
Sponsors & Partners
2019 Partners
• Global Risk Community
• Hedge Fund
• Private Banking
• CAIA
• TOTAL DERIVATIVES