5 Powerful Resources for Building, Managing & Scaling Your XVA Practice
XVA has become one of the most technically demanding disciplines in modern derivatives finance. What began as a relatively narrow set of adjustments—CVA, DVA, FVA—has evolved into a complex, enterprise-wide practice that touches desk-level pricing, funding strategy, collateral management, and regulatory capital.
To help practitioners sharpen their knowledge, Numerix has developed a five-part XVA webinar series that explores the practical realities of building, managing, and scaling an XVA function. Covering topics ranging from data quality and CSA structuring to advanced desk management and industrial-grade technology, the series is designed for professionals building an XVA desk from scratch, refining an existing framework, or evaluating how modern technology can strengthen their programs.
Here's a breakdown of all five sessions and what you'll take away from each.
1. Make Data Sexy Again: Hard-Earned Insights from a Veteran Quant
The session that sets the stage.
Before any XVA framework can function effectively, you need clean, well-governed, well-understood data. Yet market data issues are among the most common—and most underestimated—sources of operational failure in financial institutions. When the data is wrong, trading and risk decisions will be wrong too, with direct consequences for P&L and risk exposure.
In this session, Dr. Ola Hammarlid of Leading HeadQuarters draws on years of experience as a quantitative leader to share hard-earned wisdom on data best practices. Topics include how bad data can stall or kill important projects, the reality of error propagation, why data quality is so difficult to sustain, key principles of data management, and how to handle data uncertainty and proxying. For anyone who has ever had to troubleshoot a pricing model or risk system with unreliable inputs, this session is essential viewing.
2. Cracking the XVA Code: From Concept to Implementation
The essential primer for getting started.
XVA in theory and XVA in practice are often two very different things. In this session, Dr. Ola Hammarlid shares practical guidance for moving from concept to implementation, drawing on lessons learned from real-world XVA projects.
The discussion explores the evolution from risk-free to risk-aware pricing, common implementation challenges, and key decisions around business and hedging models. Throughout the session, Dr. Hammarlid emphasizes the importance of building organizational readiness and making steady progress through pragmatic, iterative development.
For firms beginning or advancing their XVA journey, this webinar offers a valuable roadmap for turning strategy into execution.
3. XVA Start-Up Guide: Structuring CSAs, Funding, Hedging & Modeling from Day One
The blueprint for building an XVA desk the right way.
For firms moving from XVA theory to implementation, decisions around pricing, collateral, and funding practices will shape the effectiveness of the entire framework. If you get them wrong, the consequences are tangible: P&L leakage, capital drag, and a framework that creates friction rather than value.
In this session, Dr. Ola Hammarlid shares hard-earned strategic and operational lessons from real XVA implementation projects. Topics include the importance of golden CSAs, hedging approaches, how to coordinate effectively between the XVA desk and treasury functions, pitfalls to watch out for, and the tradeoffs between robust and complex modeling. For teams navigating the transition from concept to live implementation, this session delivers the practical guidance that textbooks don't cover.
4. Advanced XVA Management: From Desk-Level Decisions to Enterprise Impact
For XVA desks looking to scale their 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. Clean textbook answers are no longer enough. Hedging leaves residual risk, while risk warehousing introduces difficult questions around real-world (P) and risk-neutral (Q) modeling approaches. At the same time, XVA and capital allocation directly affect how trades, desks, and business areas are measured—often by decision-makers far removed from the modeling team.
In this advanced session, Dr. Ola Hammarlid discusses why XVA is increasingly a strategic capability, not just a quant discipline. Topics include using XVA to steer the business beyond pricing, XVA allocation across trades, desks, and portfolios, P vs Q modeling choices and their business implications, CVA warehousing, buffers, and residual risk, and how to achieve faster XVA through simulation efficiency and variance reduction. For experienced practitioners, this session offers the kind of frank, enterprise-level perspective that's rarely found outside of peer conversations.
5. Industrial-Grade XVA: Faster Decisions, Stronger Controls – Powered by Oneview for XVA
Where technology meets execution.
The final session in the series brings everything together with a focused look at how industrial-strength XVA software can transform the way desks price, manage, and optimize across the full XVA spectrum. Featuring Angela Lin, Director of Product Management for XVA and Counterparty Credit Risk at Numerix, this on-demand webinar makes the case for why XVA in 2026 is a real-time, balance-sheet optimization problem—not a once-a-day valuation exercise.
Angela walks through how Oneview for XVA industrializes end-to-end XVA, covering the full journey from fragmentation to consistency, pricing to profitability, and capital constraint to competitive advantage. Topics include winning OTC derivatives deals with integrated XVA pricing, real-time pre-deal checks and what-if analysis, actionable stress testing at scale, and how to turn XVA capital management from a constraint into a strategic edge—all at the speed of the markets.
Your Complete XVA Curriculum
Taken together, these five webinars form a powerful curriculum for navigating the full XVA journey—from the data foundations that underpin any quantitative system, through practical implementation, advanced management, and ultimately, the technology that makes it all scalable and sustainable.
Whether you're new to XVA or looking to fine-tune an established program, this series delivers expert perspectives you won't find condensed anywhere else.
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