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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

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Event: The 3rd CVA Conference

Starting on: Wednesday 19th of March, 2014. Posted by: MoneyScience.

This Conference will focus on the practical aspects of CVA through its ever changing complex evolution. Now the compliance deadline has passed we will examine the impact of regulatory changes and capital charges on running a CVA desk. The latest CVA modelling techniques will be presented, however this conference will also look at the front-to-back process that is involved in the CVA calculation. Models are one part of it, the other would be the overview of the complexity of the data required, which type of data, calibrations etc, providing a more holistic view of the whole process rather than focusing on the math models only. This also includes reviewing how to manage, calculate & price CVA across portfolios and the balance sheet. Furthermore, it explores the need for CVA computational, acceleration & speed ups and the much debated evolution of funding value adjustments. Discussing the latest strategies for XVA trading, management, pricing adjustments & desk organization.

Event: The 10th Fixed Income Conference

Starting on: Wednesday 24th of September, 2014. Posted by: MoneyScience.

Early Bird Discount: 25% Before 27th June. Plus register to the Main Conference + Workshop and receive a £150 discount.
online by entering the code ‘MS2014FIC’ in the "Special Discount Code" box.

Event: The 1st Fixed Income Conference USA: CVA, FVA, Model Risk, Interest Rates, CCAR & Stress Testing

Starting on: Wednesday 28th of May, 2014. Posted by: MoneyScience.

Early Bird Discount: 15% Before 25th April with our promo code. Plus register to the Main Conference + Workshop and receive a $250 discount.
im online by entering the code ‘
MS2014FICUS ’ in the "Special Discount Code" box.
Enter ‘MS2014FICUS’ in the special discount code box on the booking form (final page of the brochure).

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