7th Annual Derivative Pricing and XVA Forum

Maximise your derivative pricing to maintain competitiveness among the rising cost of funding

XVA Management has heavily advanced in recent years, as institutions get to grips with all the requirements that need incorporating into derivative pricing. However, the new bilateral margin requirements and other regulations not only need incorporating themselves, but have increased the cost of collateral, requiring further KVA and MVA adjustments to be incorporated into derivative pricing. Institutions now need to advance their XVA strategies to ensure they understand the latest requirements, and are able to incorporate them into their pricing strategies, to maintain competitiveness while meeting their internal costs.

This marcus evans conference will enable institutions to understand the latest developments within XVA. They will learn how to avoid overcompensation from the overlap between valuation adjustments, and how to best manage and incorporate the latest MVA and KVA calculations into their derivative pricing strategies. They will hear about how CSA agreements are being adapted to best manage and reduce the cost of collateral. Finally, they will address best practices to minimise the effect of the margin requirements and CCP risk on their portfolios.

KEY TOPICS

  • Maximise the holistic management of XVA to increase efficiency and reduce costs
  • Realise KVA as a practical pricing strategy
  • Incorporate MVA as an integral part of XVA calculations
  • Optimise your derivative pricing strategy to maintain competitiveness
  • Modernise your CSA agreements to maximise collateral and reduce collateral price

  • LEARN MORE

Location

London
United Kingdom

When
-

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Total Avg Compensation

March 2024 Investment Banking

  • Director/MD (5) $648
  • Vice President (19) $385
  • Associates (86) $261
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  • Intern/Summer Associate (33) $170
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  • Intern/Summer Analyst (144) $101

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