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November 2018

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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March 2019

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

March 18 - March 20
London
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Bilateral Margin Requirements and SIMM – The Impact of Mandatory Margining and Central Clearing – London

March 21 - March 22
London
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April 2019

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

April 25 - April 26
New York
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The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin, and Central Clearing – New York

April 29 - May 1
New York
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July 2019

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

July 29 - July 31
Singapore
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September 2019

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

September 12 - September 13
Frankfurt
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November 2019

The xVA Challenge: Counterparty Credit Risk, Collateral, Funding, and Capital

November 4 - November 6
New York
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The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital

November 11 - November 13
London
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Bilateral Margin Requirements, ISDA SIMM and Central Clearing

November 14 - November 15
London
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