Posted By Gbaf News
Posted on July 20, 2018
This marcus evans conference will enable you to adapt your pricing strategies to incorporate KVA in a practical manner. You will evaluate your governance strategies to best manage KVA and the other XVAs, and increase transparency across the multiple desks. You will learn how best to manage MVA and how this interacts with KVA, to ensure you don’t overcompensate within the derivative price.
Expert Speaker Panel Includes:
- Andrea Prampolini, Head of Credit Treasury, XVA Trading, Banca IMI
- Moez Mrad, Managing Director, Head of XVA and Quantitative Research, Credit Agricole – CIB
- Gerald Elflein, Global Head of Risk Exposure Management (XVA), UBS
- Troy Ovitsky, Managing Director, Head of CVA and Contingent Credit Trading, Wells Fargo
- Mihail Turlakov, Head of CVA/FVA Trading, Sberbank
- Andrew Green, Managing Director and XVA Lead Quant, Scotiabank
For more information please visit the event website or contact Yiota Andreou at [email protected]
Why You Should Attend
-
9th Annual Practical KVA and CVA Forum
This marcus evans conference will enable you to adapt your pricing strategies to incorporate KVA in a practical manner. You will evaluate your governance strategies to best manage KVA and the other XVAs, and increase transparency across the multiple desks. You will learn how best to manage MVA and how this interacts with KVA, to ensure you don’t overcompensate within the derivative price.
KVA has been an area of discussion for many years, however, this has been very theoretical, and not many institutions had begun incorporating it into their derivative pricings. Institutions now want to advance their strategies to best incorporate KVA in a practical manner into their derivative pricings, whilst adjusting their governance strategies to best manage this extra work. In addition, the introduction of MVA has caused issues with additional capital charges, and needs to be managed in conjunction with KVA.
- Key Topics
-
- Evaluate practical solutions for KVA implementation
- Understand governance issues and where responsibility for KVA should lie
- Incorporate MVA calculations and realise its connection with KVA
- Review the latest technologies and their impact on derivative pricing
- Learn the latest regulatory developments and how they affect KVA
- Previous Attendees Include
- Bank of America Merrill Lynch
Banco Sabadell
BNP Paribas
Commerzbank
Credit Suisse
HSBC
ING
JP Morgan
KBC Bank
Lloyds
Mediobanca
Mizhuo International
Nordea
Rabobank
Santanter
Sberbank
Societe Generale
Swedbank
UBS
Wells Fargo
- Why Choose marcus evans?
- marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
DATE
Mar 19 2018 – Mar 20 2018
This marcus evans conference will enable you to adapt your pricing strategies to incorporate KVA in a practical manner. You will evaluate your governance strategies to best manage KVA and the other XVAs, and increase transparency across the multiple desks. You will learn how best to manage MVA and how this interacts with KVA, to ensure you don’t overcompensate within the derivative price.
Expert Speaker Panel Includes:
- Andrea Prampolini, Head of Credit Treasury, XVA Trading, Banca IMI
- Moez Mrad, Managing Director, Head of XVA and Quantitative Research, Credit Agricole – CIB
- Gerald Elflein, Global Head of Risk Exposure Management (XVA), UBS
- Troy Ovitsky, Managing Director, Head of CVA and Contingent Credit Trading, Wells Fargo
- Mihail Turlakov, Head of CVA/FVA Trading, Sberbank
- Andrew Green, Managing Director and XVA Lead Quant, Scotiabank
For more information please visit the event website or contact Yiota Andreou at [email protected]
Why You Should Attend
9th Annual Practical KVA and CVA Forum
This marcus evans conference will enable you to adapt your pricing strategies to incorporate KVA in a practical manner. You will evaluate your governance strategies to best manage KVA and the other XVAs, and increase transparency across the multiple desks. You will learn how best to manage MVA and how this interacts with KVA, to ensure you don’t overcompensate within the derivative price.
KVA has been an area of discussion for many years, however, this has been very theoretical, and not many institutions had begun incorporating it into their derivative pricings. Institutions now want to advance their strategies to best incorporate KVA in a practical manner into their derivative pricings, whilst adjusting their governance strategies to best manage this extra work. In addition, the introduction of MVA has caused issues with additional capital charges, and needs to be managed in conjunction with KVA.
- Key Topics
- Evaluate practical solutions for KVA implementation
- Understand governance issues and where responsibility for KVA should lie
- Incorporate MVA calculations and realise its connection with KVA
- Review the latest technologies and their impact on derivative pricing
- Learn the latest regulatory developments and how they affect KVA
- Previous Attendees Include
- Bank of America Merrill Lynch
Banco Sabadell
BNP Paribas
Commerzbank
Credit Suisse
HSBC
ING
JP Morgan
KBC Bank
Lloyds
Mediobanca
Mizhuo International
Nordea
Rabobank
Santanter
Sberbank
Societe Generale
Swedbank
UBS
Wells Fargo
- Why Choose marcus evans?
- marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
DATE
Mar 19 2018 – Mar 20 2018
