XVA Modelling and Management training course

4 day virtual course organised by Risk.net on March 7–10, 2022, this looks like a must-have for most XVA quants, traders, and management. Early bird rates at $1,699.00, up to $1,999.00 (+$399.80 VAT) after 4th February. It should be noted that speakers often offer 20% off when contacted directly.

Description extracted from the website:

Sessions will focus on the execution and management of CVA and DVA, FVA, MVA and KVA, discussing aspects such as CCP for MVA optimisation, IBOR and FVA and capital requirements under KVA.

This course offers attendees a deeper understanding on the role of XVA desks and the development of this since the pandemic and develop their knowledge on wrong way risk looking at examples of ‘toy’ quant inventions.

Subject-matter experts will discuss the topics in detail via 60 minute, interactive sessions, providing a better understanding of the future of XVA, looking at the effect of climate change, for example.

Full details on the Risk.net website: XVA Modelling and Management training course