Conference Presentations

PDFNOTE: The files below are all saved as PDF documents.

 

DateTitle of PresentationEvent and Location
02/07/2008Credit tailsICBI, Paris
31/05/2017New CVA Capital Rules Under FRTB
GARP May 2017
GARP, London
11/05/2017The Next Steps in the xVA Journey
Global Derivatives May 2017
Global Derivatives, Barcelona
23/03/2017xVA Best Practice - Where are we now?
WBS March 2017
WBS xVA Conference
11/05/2017The Next Steps in the xVA Journey
Global Derivatives May 2017
Global Derivatives, Barcelona
22/11/2016The State of xVA Standards and their Adoption in Asia
MurexNov16
Murex - Capital and Margin Reforms in Asia
30/10/2015xVA - The Past, Present and Future
CQF Conference October 2015
Quant Insights Conference (CQF, Wilmott and Wiley), London
29/09/2015Challenges in xVA Pricing and Valuation
Quantifi Talk Sept 15
Quantifi Risk Conference London
16/03/2016Pricing, Management and Optimisation of KVA
WBS Conference March16
WBS xVA Conference
13/10/2016The Impact of Initial Margin
WBS Conference Oct16
WBS Fixed Income Conference, Berlin
24/09/2015Regulatory Developments in Counterparty Credit Risk Management
Risk Cambridge Sept 15
Risk Cambridge
09/10/2015The Impact of Initial Margin on xVA
WBS Paris Oct 2015
WBS FIxed Income Conference, Paris
21/03/2014The Impact of Central Clearing and
Bilateral Margin Requirements

Download presentation, below.
WBS CVA Conference March 2014
WBS, London
01/09/2015Linking FRTB with CVA Capital

Download presentation, below.
WBS FRTB Sept 15
WBS, London
11/12/2014Exploring The Impact Of Increasing Collateral (Margin) Requirements

Download presentation, below.
RiskMindsDec14
RiskMinds
23/01/2013Wrong-Way Risk, Collateral and Central Clearing

Download presentation, below.
CASS Seminar Jan13
CASS Seminar
19/03/2013Analysis of the CVA Capital Charge

Download presentation, below.
CVAandBaselIII_WBS_March13
WBS, London
29/11/2012A Critical Analysis of Counterparty Credit Risk and CVA in a Basel III World

Download presentation, below.

CVAandBaselIII_WBS_Nov12
WBS, London
06/02/2013Do CDOs Work?

Download presentation, below.
Fields Institute Feb13
Quantitative Finance Seminar, Field's Institute, Toronto
05/12/2013The Impact of Central Clearing:
A Study via the Balance of CVA, DVA and FVA

Download presentation, below.
RiskMindsDec13
RiskMinds, Amsterdam
29/09/2011Benefits and Costs of Active Counterparty Risk Management

Download presentation below.

Calypso_Sept11
Calypso, London
17/04/2012The Benefits and Dangers of Mitigating CVA

Download presentation, below.

ICBI_Barcelona_April2012
ICBI, Barcelona
11/09/2012Counterparty Credit Risk and CVA

Download slides as PDF, below.

11Sept12 Counterparty Credit Risk and CVA slides PRMIA
PRMIA, Webinar
10/04/2012Counterparty Credit Risk and CVA

Download presentation, below.

SIAG Meeting
SIAG Consulting, Madrid
19/09/2011Counterparty Risk and CVA

Download presentation below.

PRMIA_Sept11
PRMIA, Frankfurt
19/01/2011Calculating counterparty exposures for CVA

Download presentation below.

exposure_infoline
Infoline Conference, London
15/06/2011Managing CVA

Download presentation below.

icbi_boston_june2011
ICBI RiskMinds Conference, Boston
24/09/2010Gaining from your own default: the strange case of DVA

Download presentation below.

wbs_sept2010
WBS conference in Madrid
12/04/2011Hedging CVA

Download presentation below.

icbi_april2011
ICBI Global Derivatives, Paris
08/12/2011CVA - What Does it Achieve?

Download presentation below.

RiskMindsDec11
RiskMinds, Geneva
06/10/2011Complexities in Managing CVA

Download presentation below.

WBS_Berlin_Oct2011
WBS, Berlin
14/10/2010Challenges in managing counterparty credit risk

Download presentation below.

creditrisksummit_oct2010
Credit Risk Summit, London
14/07/2010Gaining from your own default

Download presentation below.

Quant_Congress_Presentation_July2010
Quant Congress USA
06/05/2010Pricing counterparty risk in today's market

Download presentation below.

IACPM_Presentation_May2010
IACPM Annual Meeting
30/04/2008The Future of Structured CreditBlackRock, New York
29/09/2008Lessons from the credit crisisIncisive Media, London
05/02/2010Pros and cons of CCP clearing

Download presentation below.

CCP_Incisive_Presentation
Incisive Media, Regulation of OTC derivs
15/10/2009The role of counterparty risk in the credit crisis.

Download presentation below.

Credit_Risk_Summit_Presentation_2009
Incisive Media, Credit risk summit
26/06/2008Practical models in the credit market (Plenary Speaker)University of Udine, Italy
25/09/2008Counterparty risk and the credit crisisWBS, Budapest
23/06/2008Towards a deeper understanding of credit riskMarcus Evans, London
18/07/2008Recovery rates in MBSIncisive Media, London
16/06/2008Credit tailsJacob Flemming, London
13/06/2008Pricing Problems in Structured CreditFinance Concepts, London
12/12/2008The future of structured creditICBI, Geneva
12/02/2008Some thoughts on the credit crunchPRMIA, London
10/10/2008Counterparty risk in the presence of collateralMarcus Evans, London
09/10/2008Credit exposure and collateral requirementsJacob Flemming, London
09/07/2008The maths of senior credit risk pricingQuant Congress, New York
05/11/2008Modelling lessons from the credit crisisIncisive Media, London
03/11/2008Bilateral counterparty risk pricingIncisive Media, London
.