XVA Masterclass

Sessions include machine learning for XVA, wrong way risk, and XVA in the future.<br />

Join us for this course specifically designed for those working with XVA desks, trading, quantitative risk management and analysis.

Attendees will gain an understanding on how to approach XVAs. Topics such as XVA in the future as well as machine learning for XVA will be covered in depth by seasoned instructors.

Across four days, delegates will have the opportunity to lean from like-minded practitioners from various organisations from the US, UK, and Europe, offering a global perspective. This fully online training will comprise of two 60 minute presentations per day packed with engaging content and opportunity for Q&A.

Join us to learn how to apply best practice approaches within XVA.

What will you learn?
  • How XVA has been affected by market volatility
  • Wrong way risk and why it is important
  • Practical data management for XVAs
  • How to utilize machine learning for XVAs including increasing calculation efficiency
  • How to hedge your CVA
  • Explanation, calculation, and methodologies of MVA and KVA
  • The future of XVAs including the next generation of capital frameworks
  • Effects of the Ibor transition on FVA
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
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 

Sessions Include
  • CVA & DVA
  • FVA
  • MVA
  • KVA
  • Wrong way risk
  • Data management for XVAs
  • Machine learning for XVA
  • XVA in the future

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.