This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Credit risk, XVAs and initial margin

Your credit risk, XVAs and initial margin highlights on the RiskMinds International 2019 agenda

Credit risk, XVAs, pricing and initial margin agenda

We've got a whole stream of content on credit risk, XVAs and pricing on Thursday 5 December. Key topics under discussion include:


  • Machine Learning for statistical methodologies to determine credit worthiness
  • Climate risk as a credit risk
  • Machine Learning and economy of scale
  • Assessing Forecasted Initial Margin in a Production Environment
  • Uncleared margin rules for derivatives
  • Phase 5 big bang: SIMM implementation and regulatory fragmentation
  • Practical application examples of Machine Learning algorithms in XVAs

Why Not Also Attend:


Machine Learning in Finance Workshop
Machine Learning in Finance Workshop

With John Hull, Maple Financial Professor Of Derivatives & Risk Management at Joseph L. Rotman School of Management, University of Toronto

Friday 6 December

For participants who are new to machine learning and want to acquire skills in this area. You'll learn about:

  • how data science is changing finance
  • underlying tools
  • clustering and neural networks
  • other algorithms
Learn more
Global Risk Regulation Summit
Global Risk Regulation Summit

Monday 2 December

International supervisors join together with heads of regulation from global banks.

This is your chance to see what's on the full regulatory horizon and assess global best practices.

Learn more