On-demand webinar | The future of XVA desks in volatile markets

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Amid geopolitical risks, energy market turmoil and high inflation, derivatives pricing and valuation is becoming even more complex. Market volatility is driving greater trading volumes and large-scale fluctuations across funding and credit, capital and margin requirements.

Now more than ever, banks need a clear view on risks and exposures and a coherent approach to pricing derivatives in order to stay competitive and avoid expensive errors.

In this on-demand S&P Global Market Intelligence sponsored webinar - hosted by Risk.net - we explore the challenges and opportunities for XVA desks in the current environment and how banks are changing infrastructure, resources and technology to support a more robust future.

The webinar covers aspects such as:

Optimising the set-up and structure of XVA desks
Building an integrated view of risk and XVA exposures
Regulatory drivers and developments in XVA
Latest trends in modelling including neural net pricing

Panelists:

Ben Burnett, Co-head of XVA quant team, Barclays
Nicki Rasmussen, Executive Director, Head of XVA Desk, Danske Bank Corporates and Institutions
Stuart Nield, Ph.D, Global Head of Product, Financial Risk Analytics, S&P Global Market Intelligence
Allan Cowan, Global Head of Financial Engineering, Financial Risk Analytics, S&P Global Market Intelligence

This webinar is essential viewing for risk managers and heads of XVA desks in banks and those involved in derivatives valuation, data and technology.

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