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.

Attending this premier marcus evans conference will enable you to:

  • 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

 

Expert Panel Speaker 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
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