London Chapter

Chapter event: XVA and Collateral: pricing and managing new liquidity risks April 5th, 2016

Panel

  • Nick Hallett – MD, Head of Discounting Risk Trading, Barclays
  • Andrew Green – Author, "XVA: Credit, Funding and Capital VAs"
  • Matteo Rolle - Director, Head of Collateral Optimisation, Lloyds
  • Aglaia Vasileiou - Director, CVA-FVA Trading, UBS

Moderator

  • Robert McWilliam – MD, Global Head of CVA and Collateral, ING

Here are some key take-aways from this very interesting panel discussion:

 

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