XVA: Credit, Funding and Capital Valuation Adjustments London

Understand the different XVA methodologies, uses and how to calculate them

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XVA: Credit, Funding 
and Capital Valuation Adjustments
London, 13-14 June 2019

View the Agenda

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 Training'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, as well as providing overviews of FVA, CVA, DVA, KVA and MVA.

Event 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
Who Should Attend:

Relevant departments may include but are not limited to:

  • XVA Desk
  • Quantitative Research
  • Market Risk Management
  • Counterparty Risk Management
  • Quantitative Modelling
What will you learn?
  • The importance of FVA, CVA, DVA, KVA & MVA to the industry
  • Updates on industry reaction and market possibilities & changes
  • The different XVA methodologies, uses, and how to calculate them
  • Case studies and examples of XVAs put into practice
  • The impact of XVAs on accounting
  • Technology options and data management for XVAs

GRANDHOTEL HESSISCHER HOF

Friedrich-Ebert-Anlage 40

60325 Frankfurt am Main 

Venue information

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