Risk Forum: What is an XVA Desk? | CISI | 23 May 2018 | Travers Smith LLP, 10 Snow Hill, London EC1A 2AL, UK
Venue
Travers Smith LLP
Travers Smith LLP, 10 Snow Hill, London EC1A 2AL, UK
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| Event Date |
Wed May 23 BST (over 6 years ago)
In your timezone (EST): Wed May 23 12:00am - Wed May 23 12:00am |
| Location |
Travers Smith LLP
10 Snow Hill, London EC1A 2AL, UK |
| Region | EMEA |
Details
The management of counterparty credit risk has advanced significantly in the past 15 years with firms now actively hedging their credit (CVA), funding (FVA) and balance sheet costs. The XVA desk is now a ‘must have’ for dealers. This talk will explain, in plain English, each of these concepts and why they are essential to modern day finance. We close by offering some insights into how to risk manage the XVA desk itself.
Speakers
2018 Speaker
Robert McWilliam
Global Head of CVA Desk and Collateral, ING Bank NV
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