XVA: Credit, Funding and Capital Valuation Adjustments New York

This course will provide attendees with a comprehensive overview of XVAs and the challenges they present. Across the two days it will cover topics such as the different methodologies and approaches to calculate XVAs, how they are used, and whether they add value or complexity.

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XVA: Credit, Funding 
and Capital Valuation Adjustments
New York, 14-15 November 2018

View the Agenda

 

Risk Training is delighted to bring this training course to New York following exceptional delegate feedback in London last year!

Presented by expert speakers in the field, this training course will provide attendees with an understanding of the opportunities and difficulties that XVAs present. With sessions on the links between different valuation adjustments, front office pricing challenges that face XVA desks, and a case study on margining, it will help attendees to face the major questions surrounding XVAs.

Confirmed Speakers:

  • Antonina Harden, Senior Quantitative Specialist, OTC Derivatives, National Futures Association
  • Mike Mahoney, Senior Manager, EY
  • Xinxin Yu, Senior Manager, EY
  • Hovik Tumasyan, FinRisk Solutions
  • Yubing Luo, Director, Citi
  • Shelta Kodjo, Managing Director, Head of Quantitative Strategies, Mizuho Securities USA LLC
  • Gavin Xu, Senior Vice President, HSBC US 
Who Should Attend:

Relevant departments may include but are not limited to:

  • XVA Desk
  • Quantitative Research
  • Market Risk Management
  • Portfolio Management 
  • Trading 
  • Derivatives 
What will you learn?
  • The importance of FVA, CVA, DVA, KVA and MVA to the industry
  • Updates on industry reaction, market possibilities and challenges
  • The different XVA methodologies, uses and how to calculate them
  • Case studies and examples of XVAs put into practice
  • Advances in technology and data management for XVAs

Venue

55 Broad Street

55 Broad Street, 22nd Floor

Financial District

New York, NY 10004

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Virtual training is an excellent way to transmit knowledge to all of us
A participant from the Bank of Mozambique
Very interactive training that can provide trainees with very useful insights and with a great sharing of different experiences
A participant from the Bank of Italy
Knowledgeable speakers and thoughtful presentations
Accenture
The speakers were very good and the topic was very interesting to me
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BBVA
Course was passionately led by practitioner's with expert knowledge in the field
Peoples Trust Company
The courses are tailored to the knowledge level of the audience. This ensures that all attendees get the maximum benefit from the course.
Canada Life
This course offered well-put together resources and well-thought through course content, with clearly knowledgeable presenters who care about the subject.
HM Treasury
I would highly recommend taking advantage of the training opportunities offered: presenters were knowledgeable, engaging and the seminars were well organised
A participant from the Bank of Jamaica