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Provider: marcus evans (Europe) Ltd, Nicosia, Cyprus
 
Categories: General Finance | Investment Opportunities | Events & Conferences
9th Edition Derivative Funding and Valuations: IBOR Transition, Initial Margin and Capital - Jun, 02 2019 Newsletter ID: 00877

Advance valuation adjustment methodology whilst considering impact from changing capital and margin rules and the move towards a risk free rate

This marcus evans event will investigate the impact from these issues and the challenges they pose as well as examining specific strategies to remain competitive throughout the difficulties facing the derivatives market.

Attending This Premier marcus evans Conference Will Enable You to:

  • Explore derivatives valuations under IBOR transition with focus on legacy contracts and the new discounting curve
  • Incorporate the price of margin for both cleared and bilateral trades and evaluate MVA as a means to do this
  • Price future capital costs into today’s derivatives with particular focus on FRTB-CVA
  • Examine how machine learning and other tools such as cloud computing can optimise the XVA desk
  • Address how competition in derivatives particularly with the corporate swaps market has put pressure on pricing

Lern from key practical case studies:

  • Deutsche Bank analyse the discounting curves attached to risk free rates and the impact on the derivatives market
  • Lloyds Banking Group explore the final stages of initial margin and the challenges of MVA
  • Credit Agricole address the future of FRTB-CVA for the XVA desk
  • Nordea discuss the challenges of pricing in the shifting regulatory landscape and the continuing challenge of KVA
  • HSBC investigate the potential and possibilities for machine learning to optimise the XVA desk

For more information please visit event website: http://bit.ly/2VS3IfS or contact Yiota Andreou at yiotaa@marcusevanscy.com

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