NOTE: The files below are all saved as PDF documents.
| Date | Title of Presentation | Event and Location |
|---|---|---|
| 14/03/2019 | Symmetric or Asymmetric FVA FVA March 19 | WBS xVA Conference |
| 06/10/2017 | Benefits of Collateralisation for Corporate Treasurers Collateral Oct 17 | Fleming Collateral Management Conference, Amsterdam |
| 31/05/2017 | New CVA Capital Rules Under FRTB GARP May 2017 | GARP, London |
| 11/05/2017 | The Next Steps in the xVA Journey Global Derivatives May 2017 | Global Derivatives, Barcelona |
| 23/03/2017 | xVA Best Practice - Where are we now? WBS March 2017 | WBS xVA Conference |
| 11/05/2017 | The Next Steps in the xVA Journey Global Derivatives May 2017 | Global Derivatives, Barcelona |
| 22/11/2016 | The State of xVA Standards and their Adoption in Asia MurexNov16 | Murex - Capital and Margin Reforms in Asia |
| 30/10/2015 | xVA - The Past, Present and Future CQF Conference October 2015 | Quant Insights Conference (CQF, Wilmott and Wiley), London |
| 29/09/2015 | Challenges in xVA Pricing and Valuation Quantifi Talk Sept 15 | Quantifi Risk Conference London |
| 16/03/2016 | Pricing, Management and Optimisation of KVA WBS Conference March16 | WBS xVA Conference |
| 13/10/2016 | The Impact of Initial Margin WBS Conference Oct16 | WBS Fixed Income Conference, Berlin |
| 24/09/2015 | Regulatory Developments in Counterparty Credit Risk Management Risk Cambridge Sept 15 | Risk Cambridge |
| 09/10/2015 | The Impact of Initial Margin on xVA WBS Paris Oct 2015 | WBS FIxed Income Conference, Paris |
| 21/03/2014 | The Impact of Central Clearing and Bilateral Margin Requirements Download presentation, below. WBS CVA Conference March 2014 | WBS, London |
| 01/09/2015 | Linking FRTB with CVA Capital Download presentation, below. WBS FRTB Sept 15 | WBS, London |
| 11/12/2014 | Exploring The Impact Of Increasing Collateral (Margin) Requirements Download presentation, below. RiskMindsDec14 | RiskMinds |
| 23/01/2013 | Wrong-Way Risk, Collateral and Central Clearing Download presentation, below. CASS Seminar Jan13 | CASS Seminar |
| 19/03/2013 | Analysis of the CVA Capital Charge Download presentation, below. CVAandBaselIII_WBS_March13 | WBS, London |
| 29/11/2012 | A Critical Analysis of Counterparty Credit Risk and CVA in a Basel III World Download presentation, below. CVAandBaselIII_WBS_Nov12 | WBS, London |
| 06/02/2013 | Do CDOs Work? Download presentation, below. Fields Institute Feb13 | Quantitative Finance Seminar, Field's Institute, Toronto |
| 05/12/2013 | The Impact of Central Clearing: A Study via the Balance of CVA, DVA and FVA Download presentation, below. RiskMindsDec13 | RiskMinds, Amsterdam |
| 29/09/2011 | Benefits and Costs of Active Counterparty Risk Management Download presentation below. Calypso_Sept11 | Calypso, London |
| 17/04/2012 | The Benefits and Dangers of Mitigating CVA Download presentation, below. ICBI_Barcelona_April2012 | ICBI, Barcelona |
| 11/09/2012 | Counterparty Credit Risk and CVA Download slides as PDF, below. 11Sept12 Counterparty Credit Risk and CVA slides PRMIA | PRMIA, Webinar |
| 10/04/2012 | Counterparty Credit Risk and CVA Download presentation, below. SIAG Meeting | SIAG Consulting, Madrid |
| 19/09/2011 | Counterparty Risk and CVA Download presentation below. PRMIA_Sept11 | PRMIA, Frankfurt |
| 19/01/2011 | Calculating counterparty exposures for CVA Download presentation below. exposure_infoline | Infoline Conference, London |
| 15/06/2011 | Managing CVA Download presentation below. icbi_boston_june2011 | ICBI RiskMinds Conference, Boston |
| 24/09/2010 | Gaining from your own default: the strange case of DVA Download presentation below. wbs_sept2010 | WBS conference in Madrid |
| 12/04/2011 | Hedging CVA Download presentation below. icbi_april2011 | ICBI Global Derivatives, Paris |
| 08/12/2011 | CVA - What Does it Achieve? Download presentation below. RiskMindsDec11 | RiskMinds, Geneva |
| 06/10/2011 | Complexities in Managing CVA Download presentation below. WBS_Berlin_Oct2011 | WBS, Berlin |
| 14/10/2010 | Challenges in managing counterparty credit risk Download presentation below. creditrisksummit_oct2010 | Credit Risk Summit, London |
| 14/07/2010 | Gaining from your own default Download presentation below. Quant_Congress_Presentation_July2010 | Quant Congress USA |
| 06/05/2010 | Pricing counterparty risk in today's market Download presentation below. IACPM_Presentation_May2010 | IACPM Annual Meeting |
| 30/04/2008 | The Future of Structured Credit | BlackRock, New York |
| 29/09/2008 | Lessons from the credit crisis | Incisive Media, London |
| 05/02/2010 | Pros and cons of CCP clearing Download presentation below. CCP_Incisive_Presentation | Incisive Media, Regulation of OTC derivs |
| 15/10/2009 | The role of counterparty risk in the credit crisis. Download presentation below. Credit_Risk_Summit_Presentation_2009 | Incisive Media, Credit risk summit |
| 26/06/2008 | Practical models in the credit market (Plenary Speaker) | University of Udine, Italy |
| 25/09/2008 | Counterparty risk and the credit crisis | WBS, Budapest |
| 23/06/2008 | Towards a deeper understanding of credit risk | Marcus Evans, London |
| 18/07/2008 | Recovery rates in MBS | Incisive Media, London |
| 16/06/2008 | Credit tails | Jacob Flemming, London |
| 13/06/2008 | Pricing Problems in Structured Credit | Finance Concepts, London |
| 12/12/2008 | The future of structured credit | ICBI, Geneva |
| 12/02/2008 | Some thoughts on the credit crunch | PRMIA, London |
| 10/10/2008 | Counterparty risk in the presence of collateral | Marcus Evans, London |
| 09/10/2008 | Credit exposure and collateral requirements | Jacob Flemming, London |
| 09/07/2008 | The maths of senior credit risk pricing | Quant Congress, New York |
| 05/11/2008 | Modelling lessons from the credit crisis | Incisive Media, London |
| 03/11/2008 | Bilateral counterparty risk pricing | Incisive Media, London |
| 02/07/2008 | Credit tails | ICBI, Paris |