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9th Annual Practical KVA and CVA Forum
Practical strategies to best incorporate KVA into day-to-day derivative trading and understand the impact of MVA on capital
19-21 March 2018
Marriott West India Quay, London, United Kingdom
- Why You Should Attend
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9th Annual Practical KVA and CVA Forum
This marcus evans conference will enable you to adapt your pricing strategies to incorporate KVA in a practical manner. You will evaluate your governance strategies to best manage KVA and the other XVAs, and increase transparency across the multiple desks. You will learn how best to manage MVA and how this interacts with KVA, to ensure you don’t overcompensate within the derivative price.
KVA has been an area of discussion for many years, however, this has been very theoretical, and not many institutions had begun incorporating it into their derivative pricings. Institutions now want to advance their strategies to best incorporate KVA in a practical manner into their derivative pricings, whilst adjusting their governance strategies to best manage this extra work. In addition, the introduction of MVA has caused issues with additional capital charges, and needs to be managed in conjunction with KVA.
- Key Topics
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- HSBC discuss practical KVA implementation issues
- Wells Fargo examine desk structuring issues for XVA
- Scotiabank evaluates the role of technology in the move towards real-time calculations
- Credit Agricole show fast XVA sensitivities computation
- Banca IMI debate the interaction and overlap of capital and funding
- Previous Attendees Include
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Bank of America Merrill Lynch
Banco Sabadell
BNP Paribas
Commerzbank
Credit Suisse
HSBC
ING
JP Morgan
KBC Bank
Lloyds
Mediobanca
Mizhuo International
Nordea
Rabobank
Santanter
Sberbank
Societe Generale
Swedbank
UBS
Wells Fargo
- Why Choose marcus evans?
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marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Event Partners
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- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
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- “Very interesting discussions and presentations. The big turnout from different industry players is definitely an asset as it allows you to benchmark yourself with your peers,” – KBC, Risk Advisor
- “I found the conference to be one of the most useful I have attended so it was well worth the effort.” – Managing Director, CVA Desk, Santander
- “Very good. Excellent standard of speakers and highly relevant. Both broad and deep. Theoretical and practical.“ – Financial Modelling, Investec
- “Extremely well-prepared event. Very interesting, practical and informative talks from the conference speakers. I would recommend this event anytime and I hope to be able to attend the next one!” – Director, XVA Sales, Societe Generale
- “Great conference. The right level of technical and strategic content.” – Head of Resource Management, RBS
- Latest Conference News & Resources
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- Why is it so difficult to incorporate KVA into derivative pricing? - Interview with Nordea
- How To Answer The, "Why Investment Banking?" Question
- Join the Discussion
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Tweets by @Conferences_me
- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Yiota Andreou
marcus evans (Europe) Ltd
PO Box 24797
Cyprus
Telephone: +357 22 849 404
Fax: +357 22 849 310
Email: YiotaA@marcusevanscy.com