XVA management: a comprehensive overview

This interactive virtual course explores the nuances of different XVAs and provides strategies for managing risks associated with each type. 

With the course focusing on the overarching exploration of XVAs, participants will delve into the role of XVA trading desks, the impact of market volatility and the regulatory implications. Specific sessions are dedicated to addressing the challenges linked to the execution of KVA and MVA, as well as learning how to perform related calculations.  

Participants will gain the tools needed to improve their XVA programmes by learning how to integrate machine learning into XVAs through the discussion of supervised learning and the architecture of regression.  

Participants will gain practical insights into XVAs that will directly influence their business as usual. 

What participants say:

“The course was very detailed and practical. Each of the speakers possess a high degree level of industry experience and provided robust guidance and responses to questions. Sessions covered all critical aspects of XVA Management in the real world and each session was very interactive. The additional knowledge gained from the class was instantaneously useful for me at work.”

“The detailed exploration of various XVAs and practical risk management strategies provided me with invaluable insights. Each session was rich with actionable knowledge that I can apply to enhance our XVA programs.”

“Comprehensive coverage of XVAs, interactive and practical sessions, knowledgeable tutors. I left the course with practical tools to improve our business operations.”

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.