Ben Burnett
Barclays
- Benedict Burnett is the XVA modelling lead at Barclays. He has worked within the XVA space in London and New York for 16 years, and has published a number of articles in Risk magazine touching on Monte Carlo approaches and hedging costs. His current research interests include ways to estimate the impact of model assumptions on derivative pricing. He holds a DPhil in Astrophysics from Oxford and a PhD in Philosophy from King's College London.
Speaker on
Panel: XVA, counterparty risk and the stress test that moves the needle
Panel discussion
Market risk
06/30/2026
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15:30 - 16:15
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Market risk