World Business StrategiesServing the Global Financial Community since 2000

The 9th XVA Conference

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

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 :
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
  • Discount Structure
  • Super early bird discount
    25% until 7th February 2020

  • Early bird discount
    15% until 6th March 2020

  • Special Offer
    When two colleagues attend the 3rd goes free!

  • Conference + Workshop
    £300 Discount

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

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