Course Agenda

Hong Liu is a Director and Senior XVA Quant at Scotiabank in London.

Stamatoula Matsoukis is the Director and Founder of Euclides Risk Solutions, a quantitative finance consultancy. She has long term experience and expertise in counterparty risk modelling and regulation, XVAs, model risk, and model governance gained from senior positions in Risk Management, Front Office, and Audit functions. Before becoming a consultant, she had worked for financial institutions such as the UK financial regulator, Morgan Stanley, Standard Chartered and Deutsche Bank. She holds a PhD in Space Plasma Physics from the University of Warwick.

Stamatoula Matsoukis is the Director and Founder of Euclides Risk Solutions, a quantitative finance consultancy. She has long term experience and expertise in counterparty risk modelling and regulation, XVAs, model risk, and model governance gained from senior positions in Risk Management, Front Office, and Audit functions. Before becoming a consultant, she had worked for financial institutions such as the UK financial regulator, Morgan Stanley, Standard Chartered and Deutsche Bank. She holds a PhD in Space Plasma Physics from the University of Warwick.

Irina Ursachi has over nine years of experience in the banking industry, managing international projects in various European jurisdictions such as UK, France, and Germany. Her expertise covers the design and specification of business processes as well as the implementation of regulatory requirements, the execution of market developments  in trading systems and valuation models.

Mrs. Ursachi is an active contributor to research projects and publications in the area of Risk Management. 

Andrew Green is a Managing Director and lead XVA Quant at Scotiabank in London. He is the author of XVA: Credit, Funding and Capital Valuation Adjustments which is published by Wiley, co-editor of Landmarks in XVA which is published by Risk Books and co-author of a number of technical articles on XVA in recent years.

<p>Ali is currently a Director in the Financial Resource Management group at TD Securities. The group is responsible for measurement and management of xVAs including capital management for TD Securities, where he is also a member of the Global Credit Trading group. Before this position, he was responsible for model development of TD Securities risk model (Counterparty Credit Risk, Market Risk and Stress Testing). Prior to that role, he was at Scotiabank, Oliver Wyman, and Harvard University. He holds a PhD in theoretical physics.</p>