Course Title:

Advanced Capital Value Adjustment Workshop 2017

School/Trainer:

Fitch Learning USA

Chicago, New York City, United States

Course format: Classroom
Description:

In this two day workshop, trained by world renowned expert Dr Jon Gregory, delegates will learn about the theory and practice of regulatory capital and capital value adjustment (KVA). The course will cover in detail all relevant regulatory background such as the CVA capital charge, leverage ratio, SA-CCR and the impact of the Fundamental Review of the Trading Book. The trainer will then explain how these are integrated into the pricing of capital via KVA, comparing this to more tradition return on capital hurdles used by banks. The course will also consider how KVA fits in with other terms such as CVA and FVA and how CVA hedges will impact capital and KVA. The impact of future initial margin requirements on will also be considered.
•Regulatory requirements in relation to KVA
•KVA formula, interpretation and relationship to return on capital hurdles
•The impact of future regulation (SA-CCR, BA-CVA and SA-CVA)
•Framework for CVA, FVA and KVA
•The impact of hedges on capital and KVA
•The impact of initial margin on KVA

Target Audience

This course is appropriate for capital management market risk, credit risk, derivative trading desks, derivative sales and structuring, quantitative research, product control and xVA desk professionals.
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Elements of this syllabus are subject to change. Training programs and their availability may vary by location.




Please visit the school's official website or social networks for the latest training price and schedule.


Phone No.: +1 888 203 1804

School Address/Venue(s):

Fitch Learning
55 Broad Street
3rd Floor
New York
NY 10004

70 West Madison Street
Chicago
IL 60602

Free Course List: Chicago, New York City

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2017 Advanced Capital Value Adjustment training course in Singapore

In this two day workshop, trained by world renowned expert Dr Jon Gregory, delegates will learn about the theory and practice of regulatory capital and capital value adjustment (KVA). The course will cover in detail all relevant regulatory background such as the CVA capital charge, leverage ratio, SA-CCR and the impact of the Fundamental Review of the Trading Book. The trainer will then explain...



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