XVA: Credit, Funding and Capital Valuation Adjustments New York
This course will provide attendees with a comprehensive overview of XVAs and the challenges they present. Across the two days it will cover topics such as the different methodologies and approaches to calculate XVAs, how they are used, and whether they add value or complexity.
Risk Training is delighted to bring this training course to New York following exceptional delegate feedback in London last year!
Presented by expert speakers in the field, this training course will provide attendees with an understanding of the opportunities and difficulties that XVAs present. With sessions on the links between different valuation adjustments, front office pricing challenges that face XVA desks, and a case study on margining, it will help attendees to face the major questions surrounding XVAs.
Antonina Harden, Senior Quantitative Specialist, OTC Derivatives, National Futures Association
Who Should Attend:
Relevant departments may include but are not limited to:
Market Risk Management
Counterparty Risk Management
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
Downtown Conference Center
157 William Street
Toll free- 877-DCC-MEET (322-6338)