XVA Australia
A two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA.
Training
Networking
Group Discussion
What will you learn?
- The different XVA methodologies, uses, and how to calculate them
- The new CVA capital rules under FRTB
- The basic definitions and background of counterparty credit risk, variation margin and initial margin
- MVA structure of an MVA calculation and forecasting sensitivities for IM
- Technology options and data management for XVAs
Who Should Attend
Relevant departments may include but are not limited to:
- XVA Desk
- Quantitative Research
- Market Risk Management
- Counterparty Risk Management
- Quantitative Modelling
Sessions Include
Companies who trust us with their Risk Management Training
HSBC is a financial services organisation that serves more than 40 million customers, ranging from individual savers and investors to some of the world’s biggest companies and governments. Its network covers 64 countries and territories, and its expertise, capabilities, breadth and perspectives open up a world of opportunity for its customers. HSBC is listed on the London, Hong Kong, New York, Paris and Bermuda stock exchanges.
Founded in 1869, Goldman Sachs is a leading global investment banking, securities and investment management firm. Headquartered in New York, it maintains offices in all major financial centres worldwide.
普华永道 - 中国內地、香港、澳门、台湾及新加坡
普华永道中国內地、香港、澳门、台湾及新加坡成员机构根据各地适用的法律协作运营。整体而言,员工总数约21,000人,其中包括约850名合伙人。
无论客户身在何处,普华永道均能提供所需的专业意见。我们实务经验丰富、高素质的专业团队能聆听各种意见, 帮助客户解决业务问题,发掘并把握机遇。我们的行业专业化有助于就客户关注的领域共创解决方案。
我们分布于以下城市:北京、上海、香港、沈阳、大连、天津、济南、青岛、南京、苏州、杭州、宁波、合肥、郑州、武汉、长沙、西安、成都、重庆、昆明、厦门、广州、深圳、澳门、海口、台北、中坜、新竹、台中、台南、高雄和新加坡。
Registration Enquiries:
Partnership and registration enquiries
Stephen Body
Marketing Director, Asia-Pacific
TEL: +852 6113 1008