XVA Modelling and Management

Explore the execution, best practices, and management of various XVA models, as well as the associated risks and challenges

Join our 4-day interactive, virtual learning opportunity to deep dive into the modelling and management of XVA. 

Sessions will allow participants to acquire the tools for successful management of CVA, FVA and KVA. This course equips attendees with a deeper understanding on the role and development of XVA desks since the pandemic and develops their knowledge on the future of XVA, particularly looking at the effect of climate change.

Subject-matter experts will conduct 60-minute live sessions that allow participants maximum engagement with the detailed content, as well as the opportunity to interact with the speakers through live Q&A and polls.