Most dealers run central XVA desks, but remits vary
Risk Benchmarking: Many banks struggle to track XVA costs and share of derivatives compute
This article is part of a series benchmarking bank XVA management practices. Subscribers can view selected cuts of the data here, and sign up for Risk Benchmarking emails here.
More than two-thirds of banks favour a single, central desk to manage derivatives valuations adjustments, Risk Benchmarking’s latest research finds, rising to 85% among global dealers – yet centralising operations does not
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