XVA Risk Management

Current, Practical, Focused.
A deep understanding of XVA tecniques and how to apply
them in both an economic and regulatory framework.

Counterparty Risk

Modelling, Pricing and risk management of CVA.  Real world and practical advice to manage all you derivative counterparty risks.

Capital Optimization

Modern techniques for determining capital returns on derivative portfolios and how to consider KVA in pricing trades.

Funding Risk

Uncollateralised, non-standard collateral.  IBOR transition.
Variation margin and SIMM.
Clear advice on the key issues.

Regulatory Guidance

Up to date advice on changes in the regulatory environment and how your business can adapt and best take advantage of them.