XVA Model Validation and Development 2016

Topics

• The challenges of validating stemming from the complexity and magnitude of XVA models
• How to benchmark and back test XVA models
• Examples of proper model governance for XVA models
• Practical case studies of validating different XVA models

Who should Attend

Attendees involved or interested in:

• XVA/CVA/DVA/FVA/KVA Models
• XVA/CVA/DVA/FVA/KVA Model Validation/Backtesting
• Model Validation
• XVA Quantitative Analytics
• Trading Model Validation
• Pricing Model Validation
• Market Risk
• Counterparty Risk
• Risk Model Validation