Upcoming and recent events

 

Ignacio gives several courses and talks throughout the year on the topic of the Economics of banking, XVA, Counterparty Credit Risk, Funding Risk, Capital, and FRTB. Examples include:

2018

  • Expert talk on the New Economics of Banking, Simmons & Simmons, Amsterdam, February 2018
  • Half-day seminar on the New Economics of Banking, Quant Summit, London, March 2018
  • Chebyshev Spectral Decomposition for risk calculations in banks, XVA conference, London, March 2018
  • FRTB regulation challenges, FRTB conference, May 2018
  • Economics of Trading under IM, technical challenges, 14th Quant Finance conference, Nice, September 2018


2017

  • XVA course, Global Markets Media, London, June 2017
  • FRTB conference, London and New York, March and June 2017
  • 6th annual Initial Margin and XVA conference, London, April 2017
  • MVA and Initial Margin course, V-Fi Valuation Summit 2017, London, June 2017
  • 13th Fixed Income conference, Florence, October 2017
  • MVA online course, PRMIA, November 2017
  • XVA course, Global Markets Media, London, December 2017

 

2016

  • XVA course, OSFI, Toronto, January 2016
  • XVA course, Global Markets Media, London, June 2016
  • 5th annual Initial Margin and XVA conference, London, March 2016
  • QuanTech 2016, London, April 2016
  • V-Fi Valuation Summit 2016, London, June 2016
  • FRTB conference, New York, November 2016
  • MVA modeling, PRMIA webinar, November 2016
  • XVA course, Global Markets Media, London, December 2016
  • XVA course, SMBC Nikko, London, December 2016

 

2015

  • Counterparty risk, CVA and FVA course, Incisive Media, London, 2015
  • V-Fi Valuation Summit 2015, London and New York, June and October 2015
  • Counterparty risk and XVA course, AFI, Madrid, May 2015
  • XVA course, Santander Bank, Madrid, May and December 2015
  • FVA and other XVAs, Oxford-Man Institute, Oxford University, April 2015
  • Funding Value Adjustment, Cass Business School, London, January 2015