World Business StrategiesServing the Global Financial Community since 2000

The 8th XVA Conference

We are delighted to announce the 8th running of the world’s largest gathering of XVA experts.

Wednesday 13th March 2019: Workshop Day

  • Machine Learning Applications in the XVA Space by Andrew Green: XVA Lead Quant, Scotiabank

ML Topics:

  • Deeply Learning Derivatives
  • XVA with SIMM using Machine Learning Techniques
  • Reinforcement Learning for Marginal KVA Pricing
  • Agent-Based XVA
  • How Machine Learning Can Help Better Manage XVA
  • Quantum Annealing for Multi-Period XVA Reverse Stress Testing
  • Validation and Audit of Machine Learning Models
XVA & Initial Margin Topics:
  • Back to CVA – Two Current Issues
    • Loss given default
    • Wrong-way risk (WWR)
  • Analytic Calculation of Wrong-Way Risk on Interest Rate Swaps
  • Practical Issues Surrounding XVA’s
  • XVA from the Beginning
  • Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives
  • The Current FRTB Regulations on XVA’s
  • Efficient Calculation Techniques for Credit Exposure in the Presence of Initial Margin
  • An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk
  • “Intraday Liquidity and the Settlement Dilemma”
  • Dynamic IM and XVA’S Via Chebyshev Spectral Decompositon
  • Advanced Techniques for SIMM-MVA Calculations

Registration is Now Open

With our Super Early Bird Discount and 3-for-2 offer you can save up to £1,430.00 per person today:

  • When 2 colleagues attend the 3rd goes free!
  • Super Early Bird Discount: 25% Until 8th February
  • Early Bird Discount: 10% Until 1st March
  • Main Conference + Workshop (£150 Discount)

Interested in sponsoring The 8th XVA Conference?

Sponsorship is available in a variety of different mediums, helping to raise both your profile and brand exposure. We can fully tailor sponsorship and exhibitor packages for all your needs. WBS can connect you with the world’s leading quantitative finance experts.

  • Get your voice heard
  • Brand awareness
  • Meet the people who really matter to your company

For information about our range of sponsorship packages, please contact:

Email :
Tel: Chris Uduezue, +44 (0) 1273 201352

Who Should Attend?

  • Quantitative Analysts
  • XVA Quants
  • XVA Desks
  • XVA Trading
  • Pricing Teams
  • Model Validation Teams
  • Quantitative Analytics Desks
  • Discount Structure
  • Special Offer
    When two colleagues attend the 3rd goes free!

  • Conference + Workshop
    £150 Discount

  • 70% Academic Discount
    (FULL-TIME Students Only)

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