8th Annual XVA and Scarce Resource Management 2018

Topics

• Minimise the impact of KVA and other capital charges on the derivative portfolio
• The latest developments with initial margin and MVA to best reduce costs
• Modernise derivative infrastructure to best manage XVA
• Innovative techniques within XVA, such as compression and discounting, to best manage scarce resources
• The role of AI and machine learning in derivative pricing

Who should Attend

Senior attendees from:

• CVA Desks
• XVA Desks
• XVA Trading
• Resource Management
• Derivative Structuring
• Derivative Trading
• Derivative Pricing
• KVA, FVA, DVA
• Quantitative Analytics