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Evolving XVAs – Managing changing regulation and competitive pricing
The panel
- Irina Slobodyanyuk, Risk product specialist, Numerix
- Julien Second, Managing director and head of XVA trading, RBC London
- Nicki Rasmussen, First vice-president and head of XVA desk, Danske Bank
- Karin Bergeron, Managing director, Credit derivatives and XVA, Scotiabank
- Moderator: Lukas Becker, Editor, Derivatives, Risk.net
Valuation adjustments (XVAs) are playing a larger role in derivatives pricing than ever before, with wider adoption and new types being added to the alphabet soup of XVAs. This scale and complexity, combined with regulatory changes, presents a growing challenge to banks running derivatives businesses.
This webinar explores the XVA landscape, the changing regulatory environment and the challenges of staying competitive and mitigating risks, as well as how cloud and analytics are bringing new life to managing XVAs.
Key topics discussed:
- The scope of XVA – what is new and what is changing
- Managing credit valuation adjustments and hedging hurdles
- Pre-trade XVA – gaining a competitive advantage
- The fifth implementation of the initial margin rules and how this affects margin valuation adjustments
- XVA impacts of Libor transition
- XVA in the cloud – how to manage valuations with big data.
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net