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March 2018

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

March 14, 2018 - March 16, 2018
London

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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April 2018

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

April 25, 2018 - April 27, 2018
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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Bilateral Margin Requirements and ISDA SIMM – The Impact of Mandatory Margining and Central Clearing – New York

April 30, 2018 - May 1, 2018
New York

Current regulation requires that OTC derivative markets implement bilateral margin rules. These rules are being phased-in with the aim of reducing systemic risk and promoting central clearing. This, along with related implications, is creating significant changes in the nature of collateralization both in terms of variation margin and initial margin – with the latter, in particular, being very complex to model in terms of costs and risk mitigation benefit. In this course we will explore in detail the mechanics of…

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July 2018

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

July 2, 2018 - July 4, 2018
London

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 – Singapore

July 18, 2018 - July 20, 2018
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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September 2018

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

September 13, 2018 - September 14, 2018
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, 2018 - October 31, 2018
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, 2018 - November 2, 2018
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, 2018 - November 23, 2018
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, 2018 - November 28, 2018
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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