London: The 7th Annual Initial Margin & XVA Conference, 21st, 22nd & 23rd March 2018

The 7th Annual Initial Margin & XVA Conference
London: 21st, 22nd & 23rd March 2018
SPECIAL OFFER: 10% Early Bird Discount Until Friday 2nd March 2018. When 2 colleagues attend the 3rd goes free!l
Register to the Main Conference + Workshop and receive a £150 discount

Wednesday 21st March: Pre-Conference Workshop Day (to be confirmed)

Thursday 22nd March: Main Conference Day One Streams
XVA, MVA & AAD Stream
Initial Margin & SIMM Stream

Friday 23rd March: Main Conference Day Two Streams 

XVA, MVA & AAD  Stream
Initial Margin & SIMM Stream


Keynote: Sarah B Tremel

Global Head of Analytics, Global Valuation Group


Keynote: Youssef Elouerkhaoui

Managing Director, Global Head of Credit Quant Analysis


Nnamdi Okaeme

Director - Risk and Capital

International Swaps and Derivatives Association, Inc. (ISDA)

Michalis Vasios 

Senior Economist, Research Team, Financial Market Infrastructure Directorate

Bank of England (to be confirmed)

Michael Pykhtin

Manager, Quantitative Risk

U.S. Federal Reserve Board

Damiano Brigo 

Chair in Mathematical Finance and Stochastic Analysis

Imperial College London, Dept. of Mathematics  

Mats Kjaer 

Head of Quant XVA Analytics

Bloomberg LP

Jon Gregory


Solum Financial Partners

Pedro Gurrola-Perez

Senior Technical Specialist

Bank of England 

Massimo Morini

Head of Interest Rate and Credit Models

Gruppo Intesa Sanpaolo

Christian Fries 

Head of Model Development

DZ Bank

Andrew Green 

Managing Director and XVA Lead Quant


Ignacio Ruiz

Founder & CEO

MoCaX Intelligence

Chris Kenyon

Head of XVA Quant Modelling | FOS-Quant Modelling

MUFG Securities EMEA

Alexey Erekhinsky

Vice President, Fixed Income Quantitative Research


Dong Qu

Managing Director, CVA and Risk Analytics


Vladimir Chorniy

Senior Technical Lead

BNP Paribas 

Gilles Artaud

Market and Counterparty Risk

Credit Agricole-CIB

Alexander Sokol

CEO and Head of Quant Research


Kathrin Glau

Chair of Financial Mathematics

Technical University of Munich

Lucia Cipolina Kun


Bank of America 

Book Now