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8th Annual XVA and Scarce Resource Management

Make use of the latest methods and technologies within XVA and derivatives, such as compression, discounting and CSA optimisation, to reduce costs and maintain competitiveness across the derivative portfolio

12-14 September 2018
London, United Kingdom

Conference Workshop

Preparing for the impact of FRTB-CVA on XVA and derivatives

Workshop Moderator: Thomas Obitz, Director

Company: Risk Transform


Why You Should Attend

8th Annual XVA and Scarce Resource Management

This marcus evans conference will enable institutions to get a wider view of their derivative portfolio to ensure they reduce costs and manage risk. They will understand the latest capital and initial margin requirements to best manage these scarce resources, while examining the XVA desk and how to use new techniques, such as compression, discounting and optimising CSA agreements, and technologies, such as AI and machine learning, to increase the efficiency of the portfolio and reduce costs, while increasing their competitiveness.

With the increased number of regulations, and the costs increasing across the derivative portfolio, and the ever increasing number of valuation adjustments, XVA desks and derivative traders have to do more with less to ensure they maintain competitiveness of their portfolios and maintain their profitability. Institutions need to take a step back to ensure they are optimising their portfolio, and increasing their efficiency, to meet ever increasing costs, while still gaining strong returns across the derivative portfolio.

 

 


Key Topics

  • Swedbank examine differences between the practical and theoretical application of XVA
  • Scotiabank discuss the role of machine learning in XVA and derivative management
  • BBVA use best practices to hedge risk within the derivative portfolio
  • RBC evaluate the practical issues with XVAs
  • Previous Attendees Include

    ABSA Capital
    Banca IMI
    Banco Sabadell
    Bank of England
    Barclays Capital
    BBVA
    BNP Paribas Ltd
    CIBC
    Citi
    CompatibL
    Daiwa Capital Markets
    Deutsche Bank
    DNB
    Eurobank
    Federal Reserve Bank of New York
    Global Valuation Limited
    ICA
    JP Morgan
    Jyske Bank
    Lloyds Banking Group
    National Australia Bank
    Natixis
    Nomura International PLC
    Nordea
    Royal Bank Of Canada
    Scotiabank
    SFIL
    Swedbank
    UBS
    UniCredit
    VTB Capital PLC


    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 Partners


    Practical Insights From

    Daniel Cremades
    Global Head of FVA and CVA Trading
    BBVA

    Panos Makris
    Head of XVA Valuation Methodology
    Deutsche Bank

    Martino De Prato
    Head of the XVA Team
    Mediobanca

    Ola Hammarlid
    Head of Quantitative Research
    Swedbank

    Achilles Skoplakis
    Head of CEM Trading
    HSBC

    Laurent Chedin
    Managing Director, Head of CVA and Scarce Resource Management
    Credit Agricole CIB

    Paul Brooks
    Head of the XVA Desk
    Bank of Ireland

    Ben Burnett
    Director, XVA Quant Team
    Barclays

    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.’ Santander
    • ‘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!’ Societe Generale
    • ‘Relevant and interesting topics, as well as an excellent opportunity to network and get input from other banks around how to solve modelling and implementation for XVAs’ Swedbank
    • ‘Great organisation, excellent way to connect with other players and hear from specialists in the field’ Global Valuation Ltd
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    Event Contact

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

    Melini Hadjitheori


    PO Box 24797
    CY-1304 Nicosia


    Telephone:
    +357 22 849 308
    Fax: +357 22 849 394
    Email: MeliniH@marcusevanscy.com