XVA: Credit, Funding and Capital Valuation Adjustments 2018 - New York | Infopro Digital Risk | 16 May 2018 | Downtown Conference Centre, 157 William St, New York, NY 10038, USA
Venue
Downtown Conference Centre
Downtown Conference Centre, 157 William St, New York, NY 10038, USA
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| Event Date | Wed May 16 EDT - Thu May 17 EDT (over 6 years ago) |
| Location |
Downtown Conference Centre
157 William St, New York, NY 10038, USA |
| 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.
Speakers
2018 Speakers
Shelta Kodjo
Managing Director, Head of Quantitative Strategies, Mizuho Securities
Agostino Capponi
Assistant Professor, Columbia University
Dmitry Pugachevsky
Research Director, Quantifi
Steve Yalovitser
Director, XVA Quant Core Lead, Wells Fargo
Antonina Harden
Senior Quantitative Specialist, OtcsDerivatives, National Futures Association
Naresh Malhotra
Director, KPMG LLP