XVA Singapore

A two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA. Our exert speakers will address topics like credit valuation adjustment (CVA), margin valuation adjustment (MVA), funding valuation adjustment (FVA), capital valuation adj

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XVA Workshop

19-20 June 2019
Singapore

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This two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA. Our exert speakers will address topics like credit valuation adjustment (CVA), margin valuation adjustment (MVA), funding valuation adjustment (FVA), capital valuation adjustment (KVA), the Fundamental Review of the Trading Book (FRTB), and where XVAs are headed next. 

What will you learn?
  • The different XVA methodologies, uses, and how to calculate them
  • The new CVA capital rules under FRTB
  • The basic definitions and background of counterparty credit risk, variation margin and initial margin 
  • MVA structure of an MVA calculation and forecasting sensitivities for IM
  • Technology options and data management for XVAs
Who Should Attend:

Relevant departments may include but are not limited to:

  • XVA Desk
  • Quantitative Research
  • Market Risk Management
  • Counterparty Risk Management
  • Quantitative Modelling

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The CFA Institute Asia-Pacific Research Exchange (ARX) is a research hub bringing together like-minded finance and investment management professionals to share, learn and engage on industry topics and trends specific to the Asia-Pacific region. Learn more at www.arx.cfa.