This marcus evans conference will enable institutions to get a wider view of their derivative portfolio to ensure they reduce costs and manage risk. 

Attending this premier marcus evans conference will enable you to:

  • Understand the latest developments with initial margin and MVA to best reduce costs
  • Minimise the impact of KVA and other capital charges on the derivative portfolio
  • Use innovative techniques within XVA, such as compression and discounting
  • Modernise derivative infrastructure to best manage XVA
  • Evaluate the role of AI and machine learning in derivative pricing

 

Learn from key practical case studies:

  • Swedbank examine differences between the practical and theoretical application of XVA
  • Scotiabank discuss the role of machine learning in XVA and derivative management
  • BBVA use best practices to hedge risk within the derivative portfolio
  • RBC evaluate the practical issues with XVAs
  •  

If you feel that you are a good fit for this conference please visit the event website: https://goo.gl/ygf4W

Are you interested in attending this event? To learn more about registration and fees, simply send an email to melinih@marcusevanscy.com

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