A Video Interview with Guillaume Dechambre, Director, XVA Desk at BMO Capital Markets
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)……… Full interview is available here.
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