Venue
Singapore

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Event Date Wed Jun 19 +08 - Thu Jun 20 +08 (over 5 years ago)
In your timezone (EST): Tue Jun 18 9:00pm - Thu Jun 20 4:30am
Location Singapore
Region APAC
Details

This two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA. Our expert speakers will address topics like credit valuation adjustment (CVA), margin valuation adjustment (MVA), funding valuation adjustment (FVA), capital valuation adjustment (KVA), the Fundamental Review of the Trading Book (FRTB), and where XVAs are headed next.

Speakers

2019 Speakers

David Sasson
Director, xVA risk, Counterparty Credit Risk, Regulatory Capital, ANZ

Alexandre Bon
Head of Marketing, APAC/ Senior SME (xVA & IBOR transition), Murex

Julian Keenan
Head of Credit Portfolio Trading & CIB Treasury APAC Lead, J.P. Morgan

Cedric De Carpentier
XVA Trader, J.P. Morgan

James Sehgal
Principal Consultant, Invicta PTE LTD