XVA management: a comprehensive overview
View AgendaKey reasons to attend
- Manage the challenges associated with regulatory changes for valuation adjustments (XVAs)
- Understand the execution of the funding valuation adjustment (FVA), margin valuation adjustment (MVA) and capital valuation adjustment (KVA)
- Explore the role of XVA trading desks and pricing implications
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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.
With the course focus on the overarching exploration of XVAs, participants will delve into the role of XVA trading desks, the impact of market volatility and regulatory implications. Specific sessions are dedicated to addressing the challenges linked to the execution of KVA and MVA and learning how to perform related calculations.
Participants will gain tools to improve their XVA programmes by integrating machine learning for XVAs through the discussion of supervised learning and the architecture of regression.
Participants will gain practical insights on 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.”
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Learning objectives
- Evaluate XVA in risk management
- Conduct impactful executions of FVA, MVA and KVA
- Calculate KVA and MVA
- Understand the roles, reach and placement of XVA desks
- Manage challenges associated with market volatility
- Apply the basics of machine learning for 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
Agenda
April 28–30, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Underlying principles of XVA
- Risk management of XVA
- The role of XVA desks
- Execution of FVA and capital valuation adjustment (KVA)
- Execution of margin valuation adjustment (MVA)
- Machine learning for XVA: the deep relationship between derivatives valuation and machine learning
October 28–30, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Underlying principles of XVA
- Risk management of XVA
- The role of XVA desks
- Execution of FVA and capital valuation adjustment (KVA)
- Execution of margin valuation adjustment (MVA)
- Machine learning for XVA: the deep relationship between derivatives valuation and machine learning
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Trading risks and a spotlight on XVA
- Can Citi’s XVA desk help solve risk data failings?
- CVA sensitivities, hedging and risk
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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