XVA, Risk and Regulation Conference

20 September 2018, Frankfurt

XVA, Risk and Regulation Conference 2018

20 September 2018, Frankfurt


The event will feature the topics XVA and CCR developments in OTC markets, model risk management and the reform of the IBOR reference interest rate

This event will feature engaging presentations and discussions on recent XVA and CCR developments in OTC markets, current activities and regulatory views on model risk management and the reform of the IBOR reference interest rate. This is your opportunity to join some of the industry’s top thought leaders and gain comprehensive knowledge and insight into how to successfully manage the quantitative challenges in the current financial world.


ING @ XVA: The future of IBOR and development of Thomas Epple's 'alternative' reference rates

Speakers from Numerix, d-fine, BaFin, JP Morgan as well as Thomas Epple from ING Wholesale Banking will cover:

  • The latest regulatory developments around CCR and CVA
  • Initial Margin and Margin Valuation Adjustment
  • The Impact of CCAR and SR 11-7 on Model Risk Management and Model Validation
  • The Future of LIBOR (with Thomas Epple, Head of Corporate Sales at ING Wholesale Banking