XVA Modelling and Management

Risk Training
Course summary
Professional Training
8 hours
1,999 GBP excl. VAT
Full time/part time
Online courses

Course description

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.

Suitability - Who should attend?

  • XVA risk

  • XVA analyst

  • XVA desk

  • XVA trading

  • Counterparty credit risk

  • Quant modelling

  • Treasury

Outcome / Qualification etc.

  • model collateral and the potential mitigating risks

  • apply scenario simulation and pricing model choice by asset class

  • understand the effect of the IBOR transition on FVA, and how this affects your business

  • discuss the new role of XVA desks and effect on maturity due to the pandemic

  • apply CCP techniques for MVA optimisation

  • employ model solutions for the effect of climate change

Why choose Risk Training

5,000+ Attendee's per year

500+ Companies per year

95% Satisfaction rate

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About provider

Risk Training - Financial Training 

Risk Training is a global training provider powered by the editorial excellence of Risk.net. Our online training courses provide practical guidance on the latest insights, innovations, and challenges across risk management, regulation, and derivatives. The interactive sessions are spread over...

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Risk Training

5th Floor, 133 Houndsditch
EC3A 7BX London

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