XVA management

  • Quant and model risk
View Agenda

Key reasons to attend

  • Manage challenges associated with regulatory changes for valuation adjustments

  • Understand the execution of FVA, MVA and KVA

  • Explore model risk management and machine learning for XVA

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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. 

Only until December 31, 2023:

  • Locked rate: $1,999.
    Book by December 31, 2023 and save $1000 (quote LOCK23 code)

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 regulatory challenges for model risk management of XVA

  • Evaluate climate change valuation adjustment 

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


March 5–7, 2024

Live online. Timezones: Emea/Apac


  • Underlying principles of XVA

  • Risk management of XVA

  • Execution of FVA and KVA

  • Execution of margin valuation adjustment (MVA)

  • XVA and climate change

  • Machine learning for XVA: the deep relationship between derivatives valuation and machine learning

View detailed agenda

Pre-reading materials

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

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March 5–7, 2024

Online, Emea/Apac



Early-bird Price

Ends February 2
Book now

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

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