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7th Annual Practical KVA and CVA Forum

Maintain the relevance of CVA desks by insuring that they properly price in capital as well as credit risk

10-12 February 2016
The Hilton Canary Wharf, London, United Kingdom

Conference Workshop

Capital optimization through advanced applications on XVA metrics

This workshop will ensure the profitability of trades by better understanding how firms can optimize their capital in conjunction with the application of various XVA metrics

Workshop Moderator: Gary Wong, Partner

Company: Global Valuation Ltd.


Why You Should Attend

7th Annual Practical KVA and CVA Forum

This event will demonstrate the latest best practice is in terms of combining CVA and KVA to give a better idea of how to price in credit risk and capital for derivative trades. This event will also show the developments in CVA desks organisation, so that banks can avoid onerous capital costs. There are no other events with this precise focus.

Once the hottest topic in the financial sector, CVA (Credit Valuation Adjustment) is now much better understood by banks across Europe. Banks have now set up these desks and know how they would like them to run within their businesses. The major change this year, however, is that banks are increasingly focusing on the cost of capital that their derivative desks are generating. This is especially relevant due to the capital constraints that many European banks have displayed in recent years. As such firms are now actively discussing KVA (Capital Valuation Adjustment) as a potential solution.

 


Key Topics

  • Revisit the setup and running of CVA desks to account for the increasing focus on capital and KVA
  • Discover which regulations are impacting CVA and KVA in 2016 and beyond
  • Evolve CVA methodology to allow it to incorporate capital concerns and coexist with KVA models
  • Head what practical methods to optimise the profitability of derivative desks given capital and credit risk costs
  • Previous Attendees Include

    Citi, Nomura, UBS, Deutsche Bank, Lloyds Banking Group, Credit Agricole, Barclays, KPMG, BNP Paribas, HSBC ... and many more.


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.


    Event Sponsors
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    Practical Insights From

    Andrew Green
    Head of Quantitative Research CVA/FVA
    Lloyds Banking Group

    Gael Robert
    Director, Counterparty Credit Risk
    Mizuho International

    Niklas Palm
    Head of Pricing and Capital
    Nordea

    Moises Gerstein
    Director, XVA Trading Desk
    ING

    Christian Kraxner
    Vice President, CVA/FVA Trading
    Nomura

    Robert Smith
    Managing Director, Head of CVA Desk
    Banco Santander

    Emmanuel DanzinEmmanuel Danzin
    Director, XVA Sales
    Societe Generale

    Mihail Turlakov
    Head of CVA/FVA
    Sberbank CIB

    Click Here For Full Agenda

    Voice of Our Customers
    • I found the conference to be one of the most useful I have attended so it was well worth the effort. Managing Director, CVA Desk, Santander
    • “Great conference. The right level of technical and strategic content.” Head of Resource Management, RBS
    • “Extremely well-prepared event. Very interesting, practical and informative talks from the conference speakers. I would recommend this event anytime and I hope to be able to attend the next one!” – Director, XVA Sales, Societe Generale
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com