XVAs are playing a larger role in derivatives pricing than ever before with wider adoption and new types being added to the alphabet soup. This scale and complexity, combined with regulatory changes, presents a growing challenge to banks in running a successful derivatives business.
This webinar looked at the XVA landscape, the changing regulatory environment and assess the challenges of staying competitive and mitigating risks. We also discussed how the cloud and analytics are able to bring new life to managing XVAs.
Date: September 12, 2019
Time: 10:00 AM EDT / 3:00 PM BST
Key topics discussed included:
Speakers:
Irina Slobodyanyuk, Risk Product Specialist, Numerix
Julien Second, Managing Director, Head of XVA Trading, RBC London
Nicki S. Rasmussen, First Vice President, Head of XVA Desk, Danske Bank A/S
Moderator:
Lukas Becker, Editor, Derivatives, Risk.net
Numerix Oneview for XVA