26 years of derivatives experience:
Risk management of interest rate derivatives 1995 - 2001 at Bear Stearns
Credit correlation trading 2001 - 2009 at Bear Stearns and ABN Amro
XVA trading and management 2009 - 2020 at RBS and Mizuho International
XVA Solutions LLC provides consulting services on a variety of derivatives and associated XVA topics including:
XVA Calculations
XVA Modeling "Sense Checks"
XVA Hedging Practices
Regulatory Developments in:
- capital
- margin
- derivatives documentation
- XVA