7th Annual Derivative Pricing and XVA Forum 2017

The 7th Annual Derivative Pricing and XVA Forum 2017 is dedicated to maximising your derivative pricing to maintain competitiveness among the rising cost of funding.

Topics

• Realise KVA as a practical pricing strategy
• Maximise the holistic management of XVA to increase efficiency and reduce costs
• Optimise your derivative pricing strategy to maintain competitiveness
• Incorporate MVA as an integral part of XVA calculations
• Modernise your CSA agreements to maximise collateral and reduce collateral price

Who should Attend

Heads of:

• CVA (desk/trading/modelling etc)
• XVA (desk/trading/modelling etc)
• Derivative Trading
• KVA, FVA, DVA
• FX/Fixed Income/Commodities Derivatives
• Derivative Structuring
• Derivative Modelling
• Derivative Pricing
• Market Risk