London: 22nd - 24th March 2017: The 6th Annual Initial Margin & XVA Conference

London: 22nd - 24th March 2017: The 6th Annual Initial Margin & XVA Conference

20% Early Bird Discount Until Friday 27th January. SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!

 

Wednesday 22nd March: Pre-Conference Workshop Day:

XVA Metrics and Initial Margin by Claudio Albanese: Head of Analytics, IMEX Initial Margin Exchange


Thursday 23rd March: Main Conference Day One Streams
XVA & KVA Stream
Initial Margin & Regulatory Stream


Friday 24th March: Main Conference Day Two Streams 
XVA & KVA Stream
Initial Margin & FRTB Regulatory Stream


Confirmed and Invited Presenters:


  • Michael Pykhtin: Manager, Quantitative Risk, Federal Reserve Board
  • Oliver Frankel: Former MD, Goldman Sachs
  • Mark Syrkin: Financial Institution Supervision Group, Federal Reserve Bank of New York
  • Youssef Elouerkhaoui: Managing Director, Global Head of Credit Quant Analysis, Citigroup
  • Gilles Artaud:  Deputy Head of Counterparty Credit Risk, Credit Agricole-CIB
  • Sarah Brahmi: European Head of Analytics, Global Valuation Group,HSBC Bank
  • Alexander Sokol: CEO and Head of Quant Research, CompatibL
  • Andrew Green: Managing Director, XVA Lead Quant, Scotiabank
  • Mihail Turlakov: Head of CVA/FVA Trading, Sberbank CIB
  • Fabrizio Anfuso: Head of IB CCR Collateralised Exposure Modelling, Credit Suisse
  • Moez Mrad: Head Credit & XVA Quantitative Research, Credit Agricole-CIB
  • Claudio Albanese: Head of Analytics, IMEX Initial Margin Exchange
  • Jon Gregory: Partner, Solum Financial Partner
  • Ignacio Ruiz: Founder & CEO, MoCaX Intelligence
  • Giovanni Cesari: Head of XVA - Market and Traded Credit Risk,Standard Chartered
  • Massimo Morini: Head of Interest Rates, Credit and Inflation Models, Gruppo Intesa Sanpaolo
  • Moises Gerstein-Alvarez: Director, CVA and Funding (FVA) Trading Desk, ING Investment Bank
  • Mats Kjaer: Head of Quant XVA Analytics, Bloomberg LP
  • Noureddine El Hadj Braiek: Deputy head of CVA and Counterparty Credit Risk Quant Team, Crédit Agricole CIB
  • Tanguy Dehapiot: Head of Valuation Risk, BNP Paribas 
  • Other presenters to be confirmed

Conference Bookings: Discount Structure:


  • Early Bird Discount: 20% Before 27th January
  • Early Bird Discount: 10% Before 24th February
  • Main Conference + Workshop (£150 Discount)
  • SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!
  • 70% Academic Discount (FULL-TIME Students Only)