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8th Annual XVA & Scarce Resource Management
Date(s):
September 12 — 14, 2018
Event Details:
This marcus evans conference will enable institutions to get a wider view of their derivative portfolio to ensure they reduce costs and manage risk. They will understand the latest capital and initial margin requirements to best manage these scarce resources, while examining the XVA desk and how to use new techniques, such as compression, discounting and optimising CSA agreements, and technologies, such as AI and machine learning, to increase the efficiency of the portfolio and reduce costs, while increasing their competitiveness. 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 discountingModernise 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
Special offers for CAIA members using code CM423-CAIA when registering for this conference
- 2 day conference: -£200
- 2 day conference & 1 workshop: -£250
- 2 day conference & 2 workshops: -£350
(Not for solution providers and consultants) 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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