12 Oct 2016 - 14 Oct 2016
Quantifi will present 'Impact of the New CVA Risk Capital Charge' on Day 1 and be taking part in 'initial margin and Regulatory Requirements' panel debate on Day 2.
- Pre-Conference: Initial Margin for Cleared and Non-cleared derivatives / Introducation to Exposure Modelling/ XVA Metrics & Initial Margin / From Blockchain Hype to a Real Business Case for Financial Markets
- Conference Day 1: Initial Margin Requirements / Interest Rate & Volatility Modelling / XVA, KVA & FRTB
- Conference Day 2 : Initial Margin Requirements / Innovations in Modelling & Numerical Methods / XVA, KVA & FRTB
More information and registration on WBS website