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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 Mar 2018
Marriott West India Quay, London, United Kingdom

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Conference Speakers

Andrea Prampolini
Head of Credit Treasury, XVA Trading
Banca IMI

Jerome De Vasconcelos
Global Head of Counterparty Exposure Management and EMEA Head of Structured Credit
HSBC

Jeremy Vice
Managing Director, Head of CVA Trading
UniCredit

Claire Ellingford
Credit Portfolio Group
JP Morgan

Moez Mrad
Managing Director, Head of XVA and Quantitative Research
Credit Agricole – CIB

Chris Kenyon
Head of XVA Quant Modelling
MUFG Securities EMEA

Lukas Kuenstl
Senior XVA Trader
UBS

Richard Kenyon
Senior Lecturer
Birmingham City University

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General Enquiries

Yiota Andreou

marcus evans (Europe) Ltd
PO Box 24797
Cyprus

Telephone:
+357 22 849 404
Fax: +357 22 849 310
Email: YiotaA@marcusevanscy.com


Conference Quote

Practical strategies to best incorporate KVA into day-to-day derivative trading and understand the impact of MVA on capital