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9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital

Advance valuation adjustment methodology whilst considering impact from changing capital and margin rules and the move towards a risk free rate

16-18 September 2019
London, United Kingdom

Conference Workshop

XVA Trading Desk Management: A practitioners guide on challenges faced by XVA desks today

This workshop targets the practical applications of XVA and considers the issues which are not typically covered by the standard models or regulations. The focus is upon providing an overview of the real issues practitioners face and addressing how these difficulties should be best dealt with. The Workshop will assess how we arrived at the position we are in, what we got wrong along the way and how we should move forward

Workshop Moderator: Steven Marshall, Founder

Company: Tensilo Limited


Why You Should Attend

9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital

The benchmark-rate-reform represents one of the largest challenges banks face today, the uncertainty surrounding the future of the risk free rates and the treatment of legacy trades are becoming increasingly pressing. Aside from this, the increasing regulations on capital and initial margin are creating additional challenges for the XVA desk in terms of actively implementing these regulations and the additional requirements, and the best methods to weather the changes. Gaining clarity on these issues and establishing the strongest methodology to adopt will be crucial in ensuring these changes are met effectively.

This marcus evans event will investigate the impact from these issues and the challenges they pose as well as examining specific strategies to remain competitive throughout the difficulties facing the derivatives market. 


Key Topics

  • Deutsche Bank Analysis of the discounting curves attach to risk free rates and the impact on the derivatives market
  • Lloyds Explore the final stages of initial margin and the challenges of MVA
  • Credit Agricole Addresses the future of FRTB-CVA for the XVA desk
  • Nordea Discuss the challenges of pricing in the shifting regulatory landscape and the continuing challenge of KVA
  • HSBC Investigating to the potential and possibilities for machine learning to optimise the XVA desk
  • 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 Sponsors
    Sponsor
    CME Group
    Visit website >>


    Event Partners


    Practical Insights From

    Jean Jacques Kamdem
    Global Head of Traded Credit Analytics
    HSBC

    Felicity Anderson
    Executive Director, XVA Trading Desk
    Goldman Sachs

    Darcy Hall
    Managing Director and Head of the XVA Desk
    National Bank of Canada

    Julien Second
    Managing Director and Head of XVA Trading
    RBC

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

    James Zeb
    Executive Director
    J.P. Morgan

    Matteo Rolle
    Head of XVA, Capital and Collateral
    Lloyds Banking Group

    Click Here For Full Agenda

    Voice of Our Customers
    • “A unique opportunity to speak with professionals and exchange our views” MPS Capital Services
    • “Instructive, with various points of view about the conference topics” Natixis
    • “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
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    Event Contact

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

    Alexia Mavronicola


    marcus evans Cyprus
    9 Dimostheni Severi Str.
    Nicosia, 1080

    Telephone:
    +357 22 849 425
    Fax: +357 22 849 394
    Email: AlexiaM@marcusevanscy.com