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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 Sep 2019
London, United Kingdom

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Conference Speakers

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

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Conference Quote

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