Advanced XVA Management: From Desk-Level Decisions to Enterprise Impact
For many global banks, XVA has moved well beyond a pricing overlay and into the center of business steering, capital usage, and management decisions.
The stakes are high because XVA and capital allocation directly affect how trades, desks, and business areas are measured, often by decision-makers far removed from the modelling team.
But clean textbook answers are no longer enough: hedging leaves residual risk, warehousing creates hybrid P/Q questions, and firms need frameworks that are robust enough for real-world business actions.
Join Numerix’s special guest Dr. Ola Hammarlid of Leading HeadQuarters on April 1, 2026 at 10am EDT as he discusses why advanced XVA is increasingly becoming a strategic capability, not just a quant discipline.
Ola will cover:
- XVA beyond pricing: steering the business
- XVA allocation across trades, desks, and portfolios
- P vs Q: modelling choices and business implications
- CVA warehousing, buffers, and residual risk
- Faster XVA: simulation efficiency and variance reduction
Featured Speakers
Ola Hammarlid, PhD
Ola Hammarlid is a seasoned expert in mathematical statistics, quantitative finance, and risk management. He holds a PhD in Mathematical Statistics and a Master of Laws from Stockholm University.
Currently serving as Head of Strategic Risk at Vattenfall and a board member of Vattenfall Insurance, Ola is also a board member of The Swedish National Committee for Mathematics under the Royal Swedish Academy of Sciences. Previously, he held the role of Chief Control Officer at Swedbank and Head of Quantitative Research, where he was responsible for valuation governance, algorithmic trading control, XVA, and the development of trading solutions. He currently also runs his own consulting firm, Leading HeadQuarters, where he is educating in leadership, developing digital university educations, and consulting in mathematical finance.
Ola is the co-author of the book Risk and Portfolio Analysis: Principles and Methods and has made significant contributions to research in decision theory, risk measures, and derivative pricing.
Greg Murray
Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe and contributing to Numerix’s strategic growth initiatives. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.
