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Global Financial Markets Intelligence

Global Financial Markets Intelligence

The Evolution of XVA, Margin, and Derivative Pricing and Risk Management

A comprehensive look at the valuation adjustments now referred to as XVA

26-27 Oct 2017
London, United Kingdom


Why You Should Attend

The Evolution of XVA, Margin, and Derivative Pricing and Risk Management

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

            

‘KVA and the price of capital is the latest concern of the XVA desk’

How will you benefit?

With most banks now familiar with CVA and coming to grips with FVA, some firms have started turning their attention more fully to the impacts that capital and fluctuations in RWAs are having on the pricing of trades throughout their respective life-cycles. This course offers an introduction to the concept of KVA with a focus on how it should be incorporated within the business of the broader XVA desk.

About your expert trainer:

Justin Clarke is the principal at Edu-Risk International which is an Irish-based risk management training and consulting company. Edu-Risk specialises in the field of quantitative analysis and development in financial markets and risk management. Edu-Risk is also active in general risk management consultancy and governance, and risk management system implementation. Edu-Risk has been in operation since 2007 and currently has clients in Ireland, Europe and South Africa. Edu-Risk’s clients operate in the Banking, Investment Banking, Asset Management and Hedge Fund industries.

                                                                          

Justin is internationally recognised as an authority on modern derivative pricing (including OIS Discounting, CVA & FVA) and has presented numerous public and in-house training courses to attendees from most of the World’s leading banks. Justin has also done practical implementations of XVA pricing with a number of Banks.

                                   

Prior to starting Edu-Risk, Justin worked in the financial markets for 20 years. He was the International Risk Manager at a large South African Bank, based out of Dublin and also the Head of Treasury Risk Management and Alco Portfolio Management in South Africa for the same bank.

Previously, Justin was also responsible for trading system development and deal pricing. Justin has an MSc in Physics, a diploma in Datametrics as well as FRM & PRM risk management certifications.

                                               

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From banks:

Market Risk

Derivative Valuation/Pricing

Derivative Trading Desks

Quantitative Research

Collateral Trading/Optimisation

Product Control

CVA

Praise for this marcus evans Course

                                    

It has been really interesting and I’ve learned a lot. Justin has made some very difficult topics very easy. Investec

Clear instructions and passionate delivery. Very open to answering questions and made everyone fell at ease. Clever chap. RBS

Justin was very good at adapting to our questions. Kommunekredit

Very hands-on approach, clear explanations, and a good balance between theory and practice ING

Good and at the right level. It was good to have real world examples. Handelsbanken



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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.







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Event Contact

For all enquiries regarding speaking, sponsoring and attending this conference contact:

Gareth Banks


101 Finsbury Pavement
London EC2A 1RS
England

Telephone:
+44 (0) 20 3002 3400
Fax: +44 (0) 20 3002 3016
Email: garethb@marcusevansuk.com