Events

Any derivative pricing methodology not consistent with the latest advances in XVA must be considered incomplete. Derivative pricing and risk management was once considered as being relatively simple, but a greater awareness of the impact of Counterparty Credit Risk (CVA), own credit risk (DVA), financing costs of variation margin (FVA) and initial margin (MVA) and also the cost of capital consumed by derivative trades (KVA) has meant that they need to be priced into the cost of business. Invest in our 2-day training on Modern Derivative Pricing and Risk Management for Counterparty Credit, Collateral Financing, and Capital from 20^th to 21^st February 2017 in Singapore. This exclusive training will provide a detailed analysis of all of these valuation adjustments and will demonstrate how to calculate, hedge and implement changes to the pricing of derivatives and other instruments within the wider bank portfolio. Some of the most up to date Valuation Adjustment topics which are being debated in the markets, like KVA & MVA will also be covered.