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.

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XVA: Credit, Funding 
and Capital Valuation Adjustments
New York, 14-15 November 2018

View the Agenda

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.

Confirmed Speakers:

  • Antonina Harden, Senior Quantitative Specialist, OTC Derivatives, National Futures Association
  • Mike Mahoney, Senior Manager, EY
  • Xinxin Yu, Senior Consultant, EY
  • Hovik Tumasyan, FinRisk Solutions
  • Naresh Malhotra, Director, KPMG US 
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

Downtown Conference Center

157 William Street
New York
NY 10038
T: 1-212-618-6990  
Toll free- 877-DCC-MEET (322-6338)

Venue information

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