Conference · New York
Counterparty Risk, Funding and Capital: CVA, FVA, DVA & KVA
Banking, Finance · Management · Business consulting
Key numbers
- Editions on record
- 1first in 2014
About Counterparty Risk, Funding and Capital: CVA, FVA, DVA & KVA
Risk have designed this three day course in order to provide delegates with an in depth guidance on modelling, managing and hedging a range of valuation adjustments including CVA, DVA, FVA & KVA. The third day of the course will include more advanced discussion and can be booked separately; those who feel they already have a good knowledge of these subjects may decide to attend this day only.
The first two days of the course will cover basic and advanced methodologies for funding and discounting CVA and FVA, hedging and managing liquidity risk, LVA and FVA and implementing a CVA and FVA system in your organisation.
The additional third day will include more in depth talks on KVA, wrong way risk and model validation. The debate around the potential creation of XVA desks will also be addressed. Delegates will be required to bring laptops with them for the third day in order to carry out practical modelling exercises.
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2014 | 17–19 Sep 2014 | Downtown Conference Center New York | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Counterparty Risk, Funding and Capital: CVA, FVA, DVA & KVA?
The next dates haven't been confirmed. The last edition we have on record was 17–19 Sep 2014.
Where is it held?
The last edition we have was at Downtown Conference Center, New York.