OTC MARKET NEWS Powered By Quantifi

WBS: The 3rd CVA Conference 

Date: 19th - 21st March 2014

Location: Millennium Hotel, Knightsbridge, London

Tel: 020 7235 4377

Areas Covered: Reviewing the impact of regulatory changes & capital charges, XVA management, pricing adjustments & desk organization and the latest pricing, trading & modelling techniques as well as a more holistic view of the whole process


Pre-Conference Workshop Day (Wednesday 19th March): Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol; Practical Approaches for Pricing Credit, Collateral and Funding Costs In Derivatives by Justin Clarke

Main Conference Day 1 (Thursday 20th March): Managing, Calculating & Pricing CVA Across Portfolios; The Evolution of Funding Value Adjustments / Latest Trading Techniques

Main Conference Day 2 (Friday 21st March): CVA Computational, Acceleration & Speed Ups / Latest CVA Modelling Techniques; Impact of Regulatory Changes & Capital Charges

More information and Registration: WBS


Comments are closed on this post.


Submit your email to receive our newsletter