XVA Australia

A two-day workshop will provide attendees with an overview of the current challenges facing the industry in the world of XVA.

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XVA Australia

13-14 August 2019

Sydney
 

REGISTER NOW

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Training
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Networking
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Group Discussion
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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
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Who Should Attend

Relevant departments may include but are not limited to:

  • XVA Desk
  • Quantitative Research
  • Market Risk Management
  • Counterparty Risk Management
  • Quantitative Modelling
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Sessions Include