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: 25% Super Early Bird Discount Until Friday 9th February 2018. When 2 colleagues attend the 3rd goes free!l

Register to the Main Conference + Workshop and receive a £150 discount

Wednesday 21st March: 

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, HSBC Bank
  • Keynote: Youssef Elouerkhaoui: Managing Director, Global Head of Credit Quant Analysis, Citigroup 
  • 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: Partner, 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, Scotiabank
  • 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, Nomura 
  • Dong Qu: Global Head of Quantitative Product Group, UniCredit
  • Vladimir Chorniy: Senior Technical Lead, BNP Paribas 
  • Gilles Artaud: Deputy Head of Counterparty Credit Risk, Credit Agricole-CIB
  • Alexander Sokol: CEO and Head of Quant Research, CompatibL
  • Kathrin Glau: Chair of Financial Mathematics, Technical University of Munich

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