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
Mike Mahoney, Senior Manager, EY
Xinxin Yu, Senior Manager, EY
Hovik Tumasyan, FinRisk Solutions
Yubing Luo, Director, Citi
Shelta Kodjo,Managing Director, Head of Quantitative Strategies, Mizuho Securities USA LLC
Gavin Xu, Senior Vice President, HSBC US
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