XVA: Credit, Funding
and Capital Valuation Adjustments
London, 20-21 June 2018

XVAs provide the financial industry with a lot of opportunities, particularly as new valuation adjustments develop and as valuation adjustments like CVA and FVA continue to add value. But with these opportunities come complexities because of the practical, regulatory, accounting, methodological and technological questions that each company has to face when dealing with XVAs.

Risk Training's two day training course has been designed to help you face these questions with sessions on assessing the links between different XVAs and tackling the challenges caused by data management and new technology. This course will also look at market possibilities and changes, as well as providing overviews of FVA, CVA, DVA, KVA and MVA.

Who Should Attend:

The course will be of benefit to those who are looking to increase their understanding of the use of XVAs. Those working in the following areas may find the course particularly relevant:

  • XVA Trading
  • XVA Controller
  • Riks Officer/Manager
  • Structured Credit Valuation/Trading
  • Head of Counterparty Risk Management
  • Counterparty Risk Analyst
  • Credit Risk Management/Analytics
  • Market Risk Management/Analytics
  • Quantitative Analyst
  • XVA Modelling
  • Model Review
  • Compliance
  • Internal Auditor

Course Highlights:

  • Carefully chosen experts and practitioners make up a multi-speakers format
  • Comprehensive overview of FVA, CVA, DVA, KVA & MVA
  • Update of regulation, industry reaction and market possibilities & changes
  • Explanation of XVA methodologies, use, and how to calculate them
  • Case studies, examples and experience that put XVA into practice
  • Exploration of technology options and data management for XVA
  • CPD Accredited: 12 CPD points for completing the course


Learning Outcomes:

By the end of the day, delegates will have new or improved knowledge of:

  • Different methodologies and how to calculate and use CVA, DVA, FVA, KVA & MVA
  • Industry reaction to XVA changes
  • Impact of XVA within different areas of the business 
  • Role of technology and data within XVA
  • Where XVA is headed and how it is going to be impacted by regulation
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