XVA: Credit, Funding and Capital Valuation Adjustments - NY 2019

  • 2019
  • Downtown Conference Center, New York City, NY, United States

Description

Topics
  • How the industry is using XVAs
  • The different methodologies and how to calculate and use CVA, DVA, FVA, KVA & MVA
  • Technology options for XVA and data management
  • The impact of XVA on accounting and your P&L
  • Combining XVA
Who should Attend

Attendees with responsibilities in:

  • FVA/CVA/DVA//KVA/MVA
  • XVA Trading
  • XVA Controller
  • XVA Modelling
  • Structured Credit Valuation/Trading
  • Risk Manager
  • Credit Risk
  • Counterparty Risk Management
  • Funding/Capital Management
  • Market Risk
  • Quantitative Modelling
  • Quantitative Analyst
  • Model Review
  • P&L Test
  • Internal Auditor
  • Compliance

Past Events

Important

Please, check "XVA: Credit, Funding and Capital Valuation Adjustments - NY" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Risk Management

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