WBS 2nd Fixed Income Conference Closed 4 May 2015 - 6 May 2015 Quantifi presented 'Cost of Collateral for Clearing'. This fixed income conference also covered the latest developments in quantitative research, operational risk, and model risk & regulations including model risk, stress testing, counterparty risk and collateral optimisation 'Cost of Collateral for Clearing' Initial and Variation Margin Costs (IMC/VMC) Accounting for FVA, Capital/KVA Fundamental Review of the Trading Book Stress testing DFAST, PPNR Forecasting Presenter Dmitry Pugachevsky, Director of Research, Quantifi Tags fixed income funding valuation adjustments (FVA) XVA