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8th Annual Practical CVA and KVA Forum

Obtain insight into the latest developments with KVA alongside how to incorporate the FRTB, initial margin rules, and ‘Basel IV’ alongside CVA and KVA

24-26 April 2017
Hilton Canary Wharf, London, United Kingdom

Conference Workshop

Consistent framework for XVA risk management and portfolio optimisation

Gary Wong will present two diverse methods for limiting the cost of KVA and turning it into profit. The first method will examine Solvency II and the technique employed by insurance and pension companies already to cope with capital costs, and the other method will explain how banks can release capital over time into pure profit.

Workshop Moderator: Gary Wong, Partner

Company: Global Valuation Limited


Why You Should Attend

8th Annual Practical CVA and KVA Forum

This marcus evans event will develop the current discussions on how KVA is calculated and managed within banks and further develop CVA competency by discussing the latest innovative ideas and solutions from some of the brightest minds in the banking sector. By continuing the debate on KVA and CVA with regulations in mind, banks will not only ensure they are prepared to deal with the new challenges to KVA and CVA, but that their strategies and teams are at an optimal level to deal with the next set of market challenges.

The latest XVA family member, KVA, has become an increasingly difficult and complicated valuation for banks to price and manage. With over 60% of XVA costs coming from KVA, it is essential that fundamental questions such as how to price it, how to hedge it, and simply how to define it are addressed by banks to protect against multi-billion pound loses. The focus has been on KVA since banks obtained a degree of competency with CVA, however this year CVA has once again become an important topic of discussion. Banks are attempting to get to grips with the new FRTB regulations and Bilateral Initial Margin rules which are going to impact CVA calculations and management. The continuing development of regulations and strategies for KVA and CVA mean the two are becoming increasingly entwined and demand that they are examined together rather than separately.


Key Topics

  • Benchmark your methods of calculating KVA with those of your peers
  • Discover how firms across Europe are reflecting KVA in their businesses
  • Hear how the ‘Basel IV’ regulations, including the FRTB, are impacting CVA and KVA
  • See how initial margin is interacting with CVA and KVA
  • Previous Attendees Include

    Bank of America Merrill Lynch
    Banco Sabadell
    BNP Paribas
    Commerzbank
    Credit Suisse
    HSBC
    ING
    JP Morgan
    KBC Bank
    Lloyds
    Mediobanca
    Mizhuo International
    Nordea
    Rabobank
    Santanter
    Sberbank
    Societe Generale
    Swedbank
    UBS
    Wells Fargo


    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.






    Practical Insights From

    Moez Mrad
    Head of Credit and XVA Quantitative Research
    Crédit Agricole - CIB

    Christian Kraxner
    Vice President of CVA/FVA Trading
    Nomura

    Gabriele Sarais
    Head of Front Office Risk
    Mediobanca

    Troy Ovitsky
    Head of CVA and Contingent Credit Trading
    Wells Fargo

    Robert Smith
    Managing Director, Head of CVA Desk
    Banco Santander

    Jeremy Vice
    Managing Director, Head of CVA Trading
    Unicredit

    Georges Mansourati
    Head of XVA and Capital Management
    Swedbank

    Biagio Mazzi
    Executive Director, Head of EMEA and Asia XVA Quants
    Morgan Stanley

    Click Here For Full Agenda

    Voice of Our Customers
    • “Very interesting discussions and presentations. The big turnout from different industry players is definitely an asset as it allows you to benchmark yourself with your peers,” – KBC, Risk Advisor
    • “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
    • “Very good. Excellent standard of speakers and highly relevant. Both broad and deep. Theoretical and practical.“ – Financial Modelling, Investec
    • “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
    • “Great conference. The right level of technical and strategic content.” – Head of Resource Management, RBS
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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