Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing
This webinar looked at the XVA landscape, the changing regulatory environment and assessed 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.
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:
- The scope of XVA– what is new and what is changing
- Managing CVA and hedging hurdles
- Pre trade XVA – gaining a competitive advantage
- The fifth implementation of the IM rules and how this affects MVA
- XVA impacts of Libor transition
- XVA in the Cloud - how to manage valuations with big data
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
