London: The 9th XVA Conference, 18th & 19th March 2020


We are delighted to announce the 9th running of the world’s largest gathering of XVA experts.

Main Conference:

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)