WBS 11th Fixed Income Conference

Closed
6 Oct 2015 - 8 Oct 2015

Quantifi will present 'The Cost of Collateral for Clearing' and take part in 'Latest XVA, KVA, Initial Margin, and Impact of Regulatory Change' panel debate. Other areas covered including xVA, initial margin developments, the latest innovations in modelling and numerical methods, and latest pricing and volatility techniques.

More information and registration on WBS website

 

Event Overview

  • Pre-Conference: Dynamic Models for the Long Rate of Interest / Funding, Netting & Accounting / Models - Challenges and Risks
  • Conference Day 1:  XVA, KVA & Initial Margin Developments / The Impact of Regulatory Changes / xVA Theory Vs Market Pricing
  • Conference Day 2 : The Cost of Collateral for Clearing / The Impact of Initial Margin on xVA / Initial Margin, a Tidal Wave?