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Future expectations for XVA and counterparty credit risk management
Recent volatility and spikes in margin calls have introduced additional complexities to valuation adjustments — known collectively as XVA — and counterparty credit risk modelling, while ongoing regulatory changes continue to shape practice. Keeping abreast of technological developments is crucial for navigating this dynamic landscape.
Alberto Micucci, director, financial risk and analytics at S&P Global Market Intelligence, discusses his future expectations for XVA and counterparty credit risk management.
1:00 - The key trends and challenges in today's XVA and counterparty credit risk environment
2:25 - How S&P Global is addressing these challenges
6:20 - Upcoming challenges and the opportunities to tackle these challenges
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net