Course description
4-day interactive, virtual learning opportunity to deep dive into the modelling and management of XVA.
Sessions will allow participants to acquire the tools for successful management of CVA, FVA and KVA. This course equips attendees with a deeper understanding on the role and development of XVA desks since the pandemic and develops their knowledge on the future of XVA, particularly looking at the effect of climate change.
Subject-matter experts will conduct 60-minute live sessions that allow participants maximum engagement with the detailed content, as well as the opportunity to interact with the speakers through live Q&A and polls.
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Suitability - Who should attend?
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XVA risk
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XVA analyst
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XVA desk
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XVA trading
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Counterparty credit risk
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Quant modelling
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Treasury
Outcome / Qualification etc.
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model collateral and the potential mitigating risks
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apply scenario simulation and pricing model choice by asset class
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understand the effect of the IBOR transition on FVA, and how this affects your business
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discuss the new role of XVA desks and effect on maturity due to the pandemic
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apply CCP techniques for MVA optimisation
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employ model solutions for the effect of climate change
Why choose Risk Training
5,000+ Attendee's per year
500+ Companies per year
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