XVA management masterclass

  • Quant and model risk
View Agenda

Key reasons to attend

  • Manage the challenges associated with regulatory changes for valuation adjustments
  • Understand the execution of funding valuation adjustment (FVA), margin valuation adjustment (MVA) and capital valuation adjustment (KVA)
  • Explore applications of deep learning for valuation adjustments – known collectively as XVA – calculation and machine learning

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Customised solutions

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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.

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About the course

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

Sessions will begin with the introduction of XVAs, focusing on the fundamentals related to regulations, arrangement of XVA desks and the impact of market volatility. Participants will then learn to perform calculations for KVA and MVA while learning how to address challenges linked to execution and industry statistics. 

Participants will gain tools improve their XVA programs by exploring model risk management and model validation for XVAs through the discussion of pricing adjustments and checking model inputs and design. 

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

Are you looking for further knowledge on XVAs? Join our XVA management: advanced level course

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.”

Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber* (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Evaluate XVA in risk management
  • Explore the role of XVA trading desks and pricing implications 
  • Conduct impactful executions of FVA, MVA and KVA
  • Calculate KVA and MVA 
  • Analyse capital requirements for Scope 3 emissions
  • Manage scenario selection and simulation for stress-testing of XVAs

Who should attend

Relevant departments may include but are not limited to: 

  • XVA risk
  • XVA analyst
  • XVA desk
  • XVA trading
  • Counterparty credit risk
  • Quant modelling
  • Treasury


October 22–24, 2024

Live online. Timezones: Emea/Americas


  • Underlying principles of XVA
  • Risk management of XVA
  • Execution of FVA and capital valuation adjustment (KVA)
  • Execution of margin valuation adjustment (MVA)
  • XVA and climate change
  • Model risk management for XVAs

View detailed agenda

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.


October 22–24, 2024

Online, Emea/Americas



Early-bird Price

Ends September 20
Book now

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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