The benchmark-rate-reform represents one of the largest challenges banks face today, the uncertainty surrounding the future of the risk free rates and the treatment of legacy trades are becoming increasingly pressing. Aside from this, the increasing regulations on capital and initial margin are creating additional challenges for the XVA desk in terms of actively implementing these regulations and the additional requirements, and the best methods to weather the changes. Gaining clarity on these issues and establishing the strongest methodology to adopt will be crucial in ensuring these changes are met effectively.
This marcus evans event will investigate the impact from these issues and the challenges they pose as well as examining specific strategies to remain competitive throughout the difficulties facing the derivatives market.
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