XVA: Credit, Funding and Capital Valuation Adjustments London

This two day training course includes 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, and discuss the accounting of XVAs, as well as providing overviews of FVA, CVA, DVA, KVA and MVA.

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XVA: Credit, Funding 
and Capital Valuation Adjustments
London, 20-21 June 2018

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
Course Highlights:
  • Industry experts and experienced practitioners make up a multi-speakers format
  • Comprehensive overview of FVA, CVA, DVA, KVA & MVA
  • Update on industry reaction and market possibilities & changes
  • Explanation of XVA methodologies, use, and how to calculate them
  • Case studies, examples and experience that put XVA into practice
  • Assessment of the impact of XVA on accounting
  • Exploration of technology options and data management for XVA
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
Learning Outcomes:

By the end of the two days, delegates will have new or improved knowledge of:

  • The different methodologies and how to calculate and use CVA, DVA, FVA, KVA & MVA
  • How the industry is using XVAs
  • The impact of XVA on accounting and your P&L
  • Technology options for XVA and data management
  • Combining XVA

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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