- This event has passed.
6TH ANNUAL XVA FORUM: FUNDING, CAPITAL AND VALUATION
September 19, 2016 - September 21, 2016
XVA still remains one of the most contentious topics in the industry. Whilst some of the nascent challenges associated with this issue have now been resolved, added complexities are emerging every year. There have been great strides forward that have helped to overcome issues surrounding CVA and OIS discounting but now KVA and MVA are introducing new challenges, as the industry struggles to find a cohesive and comprehensive way to ensure that institutions are properly pricing instruments. This premier marcus evans event will put a spotlight on KVA and MVA, whilst providing updates in FVA and then tying the subjects together to provide advice on resource optimisation and XVA aggregation.
- Discover how KVA is being used to capture the cost of capital
- Learn what impact new rules for initial margin will mean for pricing
- Ensure that FVA methodologies are up to date, including developments with the NSFR and LCR
- See how peers are aggregating XVA calculations to optimise resources