Conference · London, United Kingdom
KVA & MVA - From Fundamentals to Practical Applications
Education, Training
Key numbers
- Editions on record
- 1first in 2015
About KVA & MVA - From Fundamentals to Practical Applications
The course will start with fundamentals of capital and initial margins, covering topics such as regulation with pricing impact, CCP cost, KVA & MVA by replication and regression. As the XVA valuation framework continues to evolve, today's derivative practitioners are facing a new range of complicated computational challenges as they work hard to achieve their end goal profitability. With ever-increasing regulations being implemented, industry professionals are looking at the best practices in dealing with the growing list of XVA pricing adjustments. The introduction of the March 2015 Basel Committee and International Organization of Securities Commissions' (IOSCO) revision to the original framework for margin requirements for non-centrally cleared derivatives has the market once again contemplating current practices, while evaluating future preparations and operational processes. Also this March, the Basel Committee and IOSCO agreed to adopt a phase-in arrangement for exchange variations margins. In addition, the revision stated that the beginning of the phase-in period for collecting and posting initial margin on non-centrally cleared trades was moved from December 2015 to September 2016—with the full phase-in schedule being adjusted to reflect the delay. Time: 10:00 am - 6:00 pm. Category: Classes / Courses | Professional Training. URLs: Website: http://atnd.it/34808-0 Booking: http://atnd.it/34808-1 Price: Standard: GBP 2,299. Submit Once, Submit Everywhere event marketing by @evvnt - http://bit.ly/septSUBMIT
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2015 | 19–20 Oct 2015 | The Kingsley Hotel London, United Kingdom | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is KVA & MVA - From Fundamentals to Practical Applications?
The next dates haven't been confirmed. The last edition we have on record was 19–20 Oct 2015.
Where is it held?
The last edition we have was at The Kingsley Hotel, London, United Kingdom.