We are delighted to announce the 9th running of the world’s largest gathering of XVA experts.
Wednesday 18th March 2020
Thursday 19th March 2020
- “Reinforcement Learning for xVA hedging”.
- Marginal KVA via Mathematical Programming and Reinforcement Learning
- The Impact of Initial Margin on Derivatives Pricing with an Application of Machine Learning
- Bayesian and Machine Learning Approaches to XVA Integration
- Pricing and Exposure Computation with Deep Learning Techniques
- Machine learning Techniques at the XVA Desk: Applications in AI for Optimisation
- XVA, FRTB & Machine Learning Panel
- Derivatives Pricing with A Deep Learning Approach
- Balance Sheet XVA by Deep Learning and GPU
- KVA Under IMM and Advanced Approaches
- KVA is Incomplete
- “In the Balance Redux
- The Final Stages of the Initial Margin Regulation and its Future Impact on the XVA Desk
- Reviewing The Future Impact of FRTB & CVA for the Derivatives Market
Benefit from The Super Early Bird Discount and 3-for-2 offer
- When 2 colleagues attend the 3rd goes free!
- Super Early Bird Discount: 25% Until 7th February
- Early Bird Discount: 15% Until 6th March
- Main Conference + Workshop (£300 Discount)