![Risk.net](https://www.risk.net/sites/default/files/styles/print_logo/public/2018-09/print-logo.png?itok=1TpHrpuP)
This article was paid for by a contributing third party.More Information.
Future expectations for XVA and counterparty credit risk management
Recent volatility and spikes in margin calls have introduced additional complexities to valuation adjustments — known collectively as XVA — and counterparty credit risk modelling, while ongoing regulatory changes continue to shape practice. Keeping abreast of technological developments is crucial for navigating this dynamic landscape.
Alberto Micucci, director, financial risk and analytics at S&P Global Market Intelligence, discusses his future expectations for XVA and counterparty credit risk management.
1:00 - The key trends and challenges in today's XVA and counterparty credit risk environment
2:25 - How S&P Global is addressing these challenges
6:20 - Upcoming challenges and the opportunities to tackle these challenges
Get instant XVA measures with zero implementation headaches
The XVA Pricer by S&P Global Market Intelligence provides deal-time XVA measures powered by a best-in-class analytics engine and market data. No data integration required.
Now you can instantly access the full power of the S&P Global XVA solution with a simple login.
Sponsored content
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net