CVA Pricing and how to Overcome Barriers to Implementing CVA

This two-day seminar will provide training and guidance on the implementation of a sophisticated CVA pricing and hedging operation for banking institutions.

Benefits of Attending

  • CVA Pricing methodology will be clearly demonstrated by a leading investment bank
  • Attendees will learn about the influence of funding in CVA pricing - and how to calculate FVA
  • The course will explain how to align a CVA desk's profit mandate with the bank's strategy
  • Experts from a top investment bank will walk through the CVA hedging process
  • Talks on trading systems and designing an organisational structure will address practical issues
  • Panel discussions on compliance and running the desk day-to-day will provide first hand experience of the pitfalls of operating a CVA function


  • Julian Keenan, Head of CVA and FVA, Lloyds Banking Group
  • Andrew Green, Head of CVA and FVA Quantitative Research, Lloyds Banking Group
  • Chris Kenyon, Director, CVA and FVA Quantitative Research, Lloyds Banking Group
  • Ales Lipensky, CVA/FVA Trader, Lloyds Banking Group
  • Terry Morgan, Managing Director, Capital and Collateral, Lloyds Banking Group
  • Peter Left, Director, Capital and Collateral Management, Lloyds Banking Group
  • Nick Burge, Head of OTC Clearing, Lloyds Banking Group
  • Igancio Ruiz, CEO and Founder, iRuiz Consulting


  • Marco Marinopiccoli, Head of Traded Risk, Bank of England
  • Giovanni Cesari, Head of CVA, UBS Investment Bank
  • Tanveer Bhatti, Managing Director, Citigroup Global Markets
  • Moises Gerstein, Head of Emerging Markets CVA Desk, ING
  • Marc Jeannin, Head of Optimal Risk Capital Allocation
  • Philipp Flockermann, Head of EMEA IB Capital Management, Credit Suisse
  • Manjot Singh, Head of CVA Management, Erste Bank