The 9th XVA Conference
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
Registration is Now Open
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)
Interested in sponsoring The 9XVA 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 : firstname.lastname@example.org
Tel: Chris Uduezue, +44 (0) 1273 201360
Who Should Attend?
- Quantitative Analysts
- XVA Quants
- XVA Desks
- XVA Trading
- Pricing Teams
- Model Validation Teams
- Quantitative Analytics Desks