15th Edition XVA Series

Front Office Capital, Funding, And XVA Optimisation

16 - 18 November 2022 

London‚ United Kingdom


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Ahead of the 15th Edition XVA Series Front Office Capital, Funding, And XVA Optimisation Conference, which is taking place in London on the 16th-18th of November, we interviewed Guillaume Dechambre, XVA Director Desk at BMO Capital Markets. In this video interview, Guillaume provided invaluable information regarding his experience with wrong way risk, including conditions over the past year that affected banks’ exposures to wrong way risk (01:41) and the implications wrong way risk has on banks’ front office strategy (02:56)More importantly, Guillaume goes into detail to explain the methods for calculating wrong way risk (04:10), improvement of its management, and lastly, its impact on RWA (06:08). Finally, Guillaume elaborates on what attendees will learn from his keynote presentation on the first day of the conference (09:46). 

Enjoy watching this video interview.


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A Video Interview with Guillaume Dechambre, Director, XVA Desk at BMO Capital Markets

Speakers in this conference include:

The Conference

This marcus evans event will provide practical guidance on how to optimise of banks' XVA and front office practices with in-depth sessions on aligning with regulations such as the FRTB and SA-CCR, enhancing XVAs, making collateral and margin management more efficient, improving computation and modelling with new methods and innovations, and adapting to macroeconomic shifts such as rate changes. These hands-on sessions will be delivered by best-in-class practitioners who are uniquely equipped to pass on their expertise in this field. This guidance will enable banks to rise to the challenge of the new regulatory and macroeconomic conditions, and establish a competitive advantage within the markets.  

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