The 4th CVA Conference: London: 25th, 26th & 27th March 2015: Prudent Valuation, TVA, Accounting for FVA, RVA, Capital / KVA & XVA
The 4th Interest Rate Conference: London: 18th, 19th & 20th March 2015: Modelling, Volatility, FX, Collateral; Optimisation, Pricing & Trading Techniques, LR, LCR and NSFR
Alexander Sokol: Head of Quant Research, CompatibL
Estimation of Real World Drift in Interest Rates and Credit Spread using Local Price of Risk
Thursday 6th November: 09:30 PDT, 12:30 EDT, 17:30 BST, 18:30 CET, 00:30 HKT.