XVA Masterclass

Explore the methodologies, best practice approaches, and challenges of managing XVA<br />

During this interactive 4-day virtual course, attendees will gain an understanding of the challenges and opportunities of XVA management. Sessions will discuss XVA calculations and capital and funding optimisation, as well as how to successfully introduce hedging for portfolios.

Sessions will focus in detail on CVA, FVA, MVA, and KVA and discuss the journey of XVA in the context of recent market changes.

Attendees will have the opportunity to connect with subject-matter experts leading the course, to deep-dive into subjects such as  best practice for managing wrong way risk, practical XVA data management and potential applications of machine learning for XVA.

This course will explore the future of XVA through the next generation of capital frameworks and how XVA help companies going forward.

What will you learn?
  • How to introduce hedging for portfolios ‒ HVA 

  • Understand CVA stress testing and scenario simulation

  • Mitigating the accounting vs. management perspectives relating to FVA

  • Best practice for managing wrong way risk

  • Potential applications of machine learning for increasing XVA calculation efficiency

  • The next generation of capital frameworks for XVA

Who should attend

Relevant departments may include but are not limited to:

  • XVA desk
  • Quant
  • Trading
  • Wrong way risk
  • Data management
  • Risk management
  • Machine learning
Sessions Include
  • XVA risk management

  • CVA & DVA

  • FVA

  • KVA

  • MVA

  • Wrong way risk management

  • Data management and machine learning for XVAs

  • XVA in the future

Pricing Options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings


Live Virtual training courses


Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.