• Managing the alphabet soup of XVAs
    Sponsored webinar: Calypso and Quaternion

 

This Risk.net webinar examines the evolution of the XVAs – and how they are being calculated and managed – with a panel of industry experts. It comes hot on the heels of the September 1 deadline for banks to start exchanging initial margin on non-cleared derivatives – a move after which many expect to see margin valuation adjustment become a significant new component of a trade’s price.

The Panel:

  • Scott Sobolewski, principal consultant, Quaternion Risk Management
  • Peter Zeitsch, solution architect, enterprise risk and XVA trading, Calypso Technology
  • Yann Coatanlem, managing director, Citigroup
  • Massimo Morini, head of interest rate and credit models, Banca IMI
  • Moderator: Duncan Wood, editor-in-chief, Risk.net

Source: Risk.net