XVA Start-Up Guide: Structuring CSAs, Funding, Hedging & Modeling from Day One
As capital markets teams move from XVA theory to hard implementation choices, they inevitably need to reshape their pricing, collateral and funding practices.
From CSA design, to XVA desk setup, to interactions with treasury, they have critical decisions to make to avoid P&L leakage and capital drag.
Join Numerix’s special guest Dr. Ola Hammarlid of Leading HeadQuarters on December 17, 2025 at 10am EST as he shares hard-earned strategic and operational lessons that banks can use in their XVA implementation projects.
Ola will cover:
- The importance of golden CSAs
- Hedging approaches
- Coordination between XVA and treasury functions
- Pitfalls to watch out for
- Robust vs. complex modeling
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.
