XVA :Credit, Funding and Capital Valuation Adjustments 2017 | IncisiveMedia | 27 June 2017 | New York, NY, United States
Venue
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| Event Date | Tue Jun 27 EDT - Wed Jun 28 EDT (over 7 years ago) |
| Location | New York, NY, United States |
| Region | Americas |
Details
XVAs provide the financial industry with a lot of opportunities, particularly as new valuation adjustments develop and as valuation adjustments like CVA and FVA continue to add value. But with these opportunities come complexities because of the practical, regulatory, accounting, methodological and technological questions that each company has to face when dealing with XVAs.
Risk's two day training course has been designed to help you face these questions with sessions on assessing the links between different XVAs and tackling the challenges caused by data management and new technology. This course will also look at market possibilities and changes, and discuss the accounting of XVAs, as well as providing overviews of FVA, CVA, KVA and MVA.
Speakers
Karin Bergeron, Director, Credit Derivatives & XVA, SCOTIABANK
Suyan Liu, Director, Counterparty Risk Analytics, WELLS FARGO
Steve Yalovitser, Director, XVA Strategy, BANK OF AMERICA MERRILL LYNCH
Shelta Kodjo, Managing Director, Head of Quantitative Strategies, MIZUHO CAPITAL MARKETS
Milton Brown, Executive Director, Risk Exposure Management, UBS
Sponsors & Partners
No indicated event sponsors in their website.