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November 2017

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

November 22 - November 24
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. During the program, participants will examine the impact of accounting requirements (IFRS 13) on valuation adjustments; as well as addressing…

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

November 27 - November 29
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. During the program, participants will examine the impact of accounting requirements (IFRS 13) on valuation adjustments; as well as addressing…

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