The 6th Annual XVA Forum: Funding, Capital and Valuation 2016 is dedicated to emerging standards related to pricing in capital, funding and margin.
Topics
- What impact new rules for initial margin will mean for pricing
- How KVA is being used to capture the cost of capital
- How peers are aggregating XVA calculations to optimise resources
- Ensure that FVA methodologies are up to date, including developments with the NSFR and LCR
Who should Attend
Attendees with responsibilities in:
- Derivative Trading Desks
- XVA
- Pricing
- Derivative Structuring Desks
- Collateral
- Quantitative Analytics
- Fixed Income
- Treasury
- KVA
- CVA
- Counterparty Risk
- Market Risk
- Swaps
