Head of Counterparty Credit Risk, xVA risk, CCR capital
I have over 15 years of banking experience in both front office Trading and Risk management. I have worked on a wide range of asset classes – IR, FX, Options, xVA, etc. – and in different geography - Madrid, HK, NY and Singapore. In my current position at ANZ, I oversee xVA risk, Counterparty Credit risk and Regulatory capital for Markets. I have a double degree in Industrial engineering from the Madrid Polytechnic University and the Polytechnic Institute of Grenoble, and a master in Finance.
Head of Marketing & Strategy, APAC – Global co-lead LIBOR reform
Head of Credit Portfolio Trading & CIB Treasury APAC Lead
Julian Keenan has over 20 years’ experience across derivative trading, risk management, portfolio management and treasury. He has set up XVA function at numerous banks. He moved to Asia in 2016 to join JP Morgan where he is currently the head of Credit Portfolio Trading and CIB Treasury lead for Asia.
Cedric De Carpentier
Cedric de Carpentier has over 10 years experience in XVA trading/structuring. He was relocated to Asia in 2010 and currently XVA trader for the Asia portfolio at J.P. Morgan.
Invicta PTE LTD
Varun James Sehgal has a diverse experience over 20 years across 3 continents (North America, Europe and Asia Pacific) in front office Markets Trading / Portfolio Management of XVA (CVA/DVA, FVA, WWR, Differential Discounting, Capital Optimisation etc), Funding, Collateral Optimisation, and Front Office Market Risk Oversight. He has been a practitioner of XVA since 2005 and has worked across North America, London, UK, and Asia Pacific.
As an ex-practitioner of XVA he has hands on experience in structuring of Derivatives, Regulations (Basel III, CRDIV, Capital Optimisation, and Funding / Differential Discounting), Risk Policy, Control and Governance. He has advised on projects associated to BCBS-IOSCO / SIMM regulation Margin Requirement for Non-Centrally Cleared Derivatives, FRTB (i.e. CVA-Capital) and IFRS9.
He co-authored a handbook section on Counterparty risk and XVA/ Capital for PRMIA (Professional Risk Managers’ International Association). He has chaired and presented at various industry conferences on CVA/XVA/Capital within Asia Pacific (Bloomberg, RiskMinds, Risk, Marcus Evans etc) and London, UK.
At present he is Principal Consultant at Invicta PTE LTD, based in Singapore, which is focused on Management Consulting and Training in the Financial Services, Banking, FinTech, and Supply Chain / Shipping Industries.