Charting a Course for a Successful XVA Program

XVAs are deeply engrained in the derivatives business today. Whether a financial institution is quantifying them or not, XVAs are there. This white paper outlines market perspectives and best practices for navigating through an XVA implementation project. Author, Satyam Kancharla, Chief Strategy Officer at Numerix, explores the impact of XVA on different business functions, considers the balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. With clear priorities of the various XVA participants defined, he also addresses implementation best practices.

He addresses the following issues, among others:

• The evolution of XVA
• The impact of XVA on business operations and processes
• The XVA balancing; measuring, managing and optimizing costs across departments
• The XVA data challenge
• Modern XVA methodology approaches
• XVA implementation best practices