Annual XVA Forum: Funding, Capital and Valuation 2018

This marcus evans conference will enable institutions to get a wider view of their derivative portfolio to ensure they reduce costs and manage risk. They will understand the latest capital and initial margin requirements to best manage these scarce resources, while examining the XVA desk and how to use new techniques, such as compression, discounting and optimising CSA agreements, and technologies, such as AI and machine learning, to increase the efficiency of the portfolio and reduce costs, while increasing their competitiveness.