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September 2018

The xVA Challenge: Counterparty Risk, Collateral, Funding and Capital – Frankfurt

September 13 - September 14
Frankfurt

This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

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October 2018

The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin, and Central Clearing – NYC

October 29 - October 31
New York

This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding, and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants, collateral effects, regulation, and the resulting calculation of CVA, DVA, FVA, ColVA, KVA, and MVA.

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November 2018

Bilateral Margin Requirements and SIMM – The Impact of Mandatory Margining and Central Clearing – NYC

November 1 - November 2
New York

In this course we will explore in detail the mechanics of bilateral margin rules for OTC derivatives and assess future scenarios along with their opportunities and risks. The program also covers initial margin methodologies – especially the ISDA Standard Initial Margin Model (SIMM) – and the links to central clearing. Aspects such as segregation and required CSA changes, and the growing use of MVA (Margin Value Adjustment) are also explored.

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The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing – Singapore

November 21 - November 23
Singapore

This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants, collateral effects, regulation and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

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The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing – Sydney

November 26 - November 28
Sydney

This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants, collateral effects, regulation and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

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