Charting a Course for a Successful XVA Program

The roots of XVAs, the ways they impact an institution’s business processes, and the methods needed for calculating XVAs have evolved over the last several years and are deeply engrained in the derivatives business today. Whether a global firm is quantifying them or not, XVAs are there.

This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation project.