Achieving a holistic view of credit risk and XVA: aligning strategy, regulation and technology

The panel

• Dmitry Pugachevsky, Director, research, Quantifi
• Gurpreet Singh Bedi, Executive director, head of counterparty credit risk, SMBC Capital Markets
• Jon Gregory, Independent XVA expert
• Abraham Izquierdo, Managing director, traded and treasury risks, Grupo Financiero Banorte
• Moderator: Zoi Fletcher, Associate commercial editor, Risk.net

This webinar explores the integration of credit risk management and valuation adjustments (XVAs), emphasising the need to align strategic goals with regulatory frameworks and technological advances. As financial landscapes grow more complex, effectively managing credit risk and XVA requires sophisticated strategies that incorporate compliance and innovation.

Key discussion points include:

• Exploring the integration of credit risk and XVA strategies to enhance decision-making and risk-adjusted returns
• Reviewing the influence of global regulations on credit risk and XVA, including recent updates and future projections
• Discussing the role of emerging technologies, such as artificial intelligence and machine learning, in revolutionising risk and valuation processes
• Highlighting successful practices for merging risk management with business strategy to fully grasp credit risk and XVA
• Potential future exposure/limits.

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