XVA: Credit, Funding and Capital Valuation Adjustments 2018 - London | Infopro Digital Risk | 20 June 2018 | Radisson Blu Portman Hotel, 22 Portman Square, Marylebone, London W1H 7BG, UK

Venue
Radisson Blu Portman Hotel
Radisson Blu Portman Hotel, 22 Portman Square, Marylebone, London W1H 7BG, UK

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Event Date Wed Jun 20 BST - Thu Jun 21 BST (over 6 years ago)
In your timezone (EST): Wed Jun 20 12:00am - Thu Jun 21 12:00am
Location Radisson Blu Portman Hotel
22 Portman Square, Marylebone, London W1H 7BG, UK
Region EMEA
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.

Who should attend?
The course will be of benefit to those who are looking to increase their understanding of the use of Xvas. Those working in the following areas may find the course particularly relevant:
• Xva Trading
• Fva/Cva/Dva//Kva/Mva
• Xva Modelling
• Risk Manager
• Structured Credit Valuation/Trading
• Counterparty Risk Management
• Credit Risk
• Market Risk
• Funding/Capital Management
• Quantitative Modelling
• Compliance
• Internal Auditor

Speakers

2018 Speakers

Gordon Lee
Executive Director, Portfolio Quantitative Analytics, Ubs

Gilles Artaud
Senior Advisor, Risk and Permanent Control, Crédit Agricole Cib

Ben Burnett
Director, Xva Quant Team, Barclays

Naoufel El Bachir
Executive Director, Xva Quantitative Analytics, Cibc

Andrew Green
Managing Director and Lead Xva Quant, Scotiabank

Claudio Albanese
Chief Executive Officer, Global Valuation Ltd