XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

A panel of market experts discuss the impact XVAs have on buy-side firms, issues affecting the sell-side and how they interconnect with the buy-side, how buy-side firms can optimise XVA-related costs, and more.

In today's dynamic financial landscape, derivatives valuation adjustments - known collectively as XVA - components (including credit valuation adjustment (CVA), debit valuation adjustment (DVA) and funding valuation adjustment (FVA)) have once again gained prominence as crucial factors impacting the earnings of financial institutions. With interest rates surging and becoming increasingly volatile, and credit spreads widening, managing XVA is a paramount importance for sell-side participants - but is also becoming more relevant for buy-side firms.

This webinar explores key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.

On October 25th 2023, a panel of market experts discussed the following points:

  • How do buy-side firms generally view XVAs, and how do they impact their businesses?
  • How big a component of derivatives pricing are the various XVAs today?
  • Issues affecting the sell side and how they interconnect with the buy side
  • How buy-side firms can optimise XVA-related costs
  • What are the pros and cons of 'dirty credit support annexes' in mitigating liquidity risks on derivatives collateral while also assessing the impact on CVA charges?

This webinar offers insight for both buy- and sell-side teams in managing XVAs in today's complex environment.

Featured Speakers:

  • Andrea Allegra, Financial Engineer, Numerix
  • Anastasios Hamosfakidis, CRO, Hydro Wind Energy
  • Erik Vynckier, Interim Chief Executive, Foresters Friendly Society
  • Moderator: Phil Harding, Commercial Editor, Risk.net

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix