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Wednesday 21st March: Pre-Conference Workshop Day: XVA & Initial Margin in Theory and Practice by Andrew Green: XVA Lead Quant, Scotiabank


Thursday 22nd March: Main Conference Day One Streams
XVA, MVA & AAD Stream
Initial Margin & SIMM Stream


Friday 23rd March: Main Conference Day Two Streams
XVA, MVA & AAD  Stream
Initial Margin & SIMM Stream


Presenters:


Keynote: Sarah B Tremel

Global Head of Analytics, Global Valuation Group

HSBC Bank


Keynote: Youssef ElouerkhaouiImage result for Youssef Elouerkhaoui

Managing Director, Global Head of Credit Quant Analysis

Citigroup 


Nnamdi Okaeme

Director - Risk and Capital

International Swaps and Derivatives Association, Inc. (ISDA)


Matthias ArnsdorfImage result for matthias arnsdorf jp morgan quant minds

Managing Director & Head Of Counterparty Credit Risk Modeling Group

JP Morgan Chase 


Michael PykhtinMichael Pykhtin

Manager, Quantitative Risk

U.S. Federal Reserve Board


Damiano Brigo Damiano Brigo

Chair in Mathematical Finance and Stochastic Analysis

Imperial College London, Dept. of Mathematics  


Mats Kjaer Mats Kjaer

Head of Quant XVA Analytics

Bloomberg LP


Jon GregoryJon Gregory

Partner

Solum Financial Partners


Pedro Gurrola-PerezPedro Gurrola Perez

Senior Technical Specialist

Bank of England 


Massimo MoriniMassimo Morini

Head of Interest Rate and Credit Models

Gruppo Intesa Sanpaolo


Christian Fries Christian Fries

Head of Model Development

DZ Bank


Andrew Green Andrew Green

Managing Director and XVA Lead Quant

Scotiabank


Ignacio RuizIgnacio Ruiz

Founder & CEO

MoCaX Intelligence


Chris Kenyon

Head of XVA Quant Modelling | FOS-Quant Modelling

MUFG Securities EMEA


Alexey ErekhinskyAlexey Erekhinsky

XVA modeller, Quantitative Strategies

Credit Suisse


Dong QuDong Qu (屈冬宁)

Managing Director, CVA and Risk Analytics

UniCredit


Fred Dassori 

Director of Risk Business and Corporate Development

AcadiaSoft


Vladimir ChorniyImage result for Vladimir Chorniy bnp

Senior Technical Lead

BNP Paribas  


Jonathan BerrymanImage result for JONATHAN BERRYMAN

Senior Vice President Risk Strategy

FIS


Gilles ArtaudGilles Artaud

Market and Counterparty Risk

Credit Agricole-CIB


Martin Engblom

Co CEO triCalculate 

TriOptima, a NEX Group Company 


Roland Lichters

Managing Director

Quaternion Risk Management Ltd.


Kathrin GlauImage result for Kathrin Glau

Chair of Financial Mathematics

Technical University of Munich


Lucia Cipolina Kun

VP, 

Bank of America  


Stéphane Crépey

Professor, Mathematics Department

Université d'Évry Val d'Essonne


Image result for ANDREY CHIRIKHIN

Andrey Chirikhin

PhD, MBA, Founder and CEO

Quantitative Recipes 

 


Conference Bookings: Discount Structure:


  • Super Early Bird Discount: 25% Until 9th February
  • Early Bird Discount: 10% Until 2nd March
  • Main Conference + Workshop (£150 Discount)
  • SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!
  • 70% Academic Discount (FULL-TIME Students Only) 

Important notes:


Main Conference presentation files on USB memory sticks will be provided on arrival. The Main Conference files will also be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you.


Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.

CPD Certification

You will be able to receive up to 19.5 CPD points (19 hours and 15 minutes of structured CPD) for attending this event.

The CPD Certification Service was established in 1996 as the independent CPD accreditation institution operating across industry sectors to complement the CPD policies of professional and academic bodies. The CPD Certification Service provides recognised independent CPD accreditation compatible with global CPD principles.

www.cpduk.co.uk

3 for 2 offer

To qualify for the 3 for 2 offer online you simply register online for two delegates and then email the third delegates name and details afterwards! 

BOOK NOW

Testimonials

 Massimo Morini: Head of Interest Rate & Credit Models, Banca IMI

"Thanks to the very detailed talks and well-planned panels, the Fixed Income Conference in Barcelona has been the most vibrant and interesting event on XVAs I have seen this year."

 

Fabrizio Anfuso: Head of CCR Backtesting Methodology Team, Credit Suisse

"Many thanks for the invitation and the great organisation! I have been now 6y in the industry attending conferences on a regular basis. This was by far the best event I have taken part to!"

 

Eirik Berg: Risk manager, DNB Markets 

"Thanks for organizing a very useful and inspiring conference. For me most of the topics were directly related to things I work on"

 

Nick Haining: Chief operating Officer, CompatibL  

"Once again WBS maintained their ability to bring advanced practitioners together in a great environment conducive to both social and technical discussion. They really excel at this.”

 

Philippe Balland FX, Rates & Credit Quant

"Thank you for inviting me to the Barcelona event. I have truely enjoyed the conference. The organisation and location of the event were fantastic! It was a great occasion to catch up on the latest developments in a very relaxed and collegiate atmosphere."

 

Risk Manager

"Thank you very much for a great conference. Well organized, with top speakers, good discussions, nice ambiance, the conference was very informative and inspiring. I also liked the venue a lot – good hotel at great location. Hope to be back!"

 

Ignacio Ruiz: iRuiz Consulting

"Nice event last week! Very well organised."

 

Quantifi

"Thanks again for a great event in Barcelona!"

 

Manager, Portfolio Analytics

"The organization was very good, thanks for the invite."