---
title: "6th Annual XVA Forum: Funding, Capital and Valuation"
description: Ensure your approach to pricing in capital, funding and margin are consistent with emerging standards
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---

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[TRACE Turns 20](https://articles.marketsmedia.com/trace-turns-20)

 08.10.2016

 By Terry Flanagan

 Upcoming Industry Event

# 6th Annual XVA Forum: Funding, Capital and Valuation

 08.10.2016 By Terry Flanagan

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## Why You Should Attend

With the ever-shifting regulatory landscape, meeting the capital requirements for each regulation in a manner which retains business profitability is of vital importance. Though the final text of the FRTB has been published, with the implementation date set for the end of 2019, there is still work to be done, and changes are likely to be made.

The SA-CCR is due to take effect on the 1st January 2017, with similar changes being made to credit risk modeling, and will require careful assessment of the business model to ensure that it will still be profitable once the regulations are put in place. As we move closer to the implementation dates for TLAC and MREL, the cost to businesses is better understood, and the question becomes how to cover that cost and meet the regulations effectively.

There are also other elements, such as IFRS 9, stress testing, and the leverage ratio which will affect how capital is allocated, and staying on top of these diverse regulatory requirements is vital to retaining both compliance and profitability.

---

## [Visit the Event Page](http://bit.ly/29aq7zm)

---

## Key Topics

- Discover how KVA is being used to capture the cost of capital
- Learn what impact new rules for initial margin will mean for pricing
- Analyse the cost of TLAC and MREL to bank capital structures
- Ensure that FVA methodologies are up to date, including developments with the NSFR and LCR
- See how peers are aggregating XVA calculations to optimise resources

## Previous Attendees Include:

Citi  
 Nomura  
 UBS  
 Deutsche Bank  
 Lloyds Banking Group  
 Credit Agricole  
 Barclays  
 KPMG  
 BNP Paribas  
 HSBC  
 RBS  
 Nordea  
 Credit Suisse  
 Bank of America  
 Belfius  
 LBBW  
 ING  
 Morgan Stanley  
 Santander  
 Bank of England  
 Mitsubishi UFJ  
 Deutsche Pfandbriefbank AG  
 …and many more

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