Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing

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12 September 2019
United States


  • 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,

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

Event details

Geographic Focus
Asia-Pacific, EMEA, LATAM, North America