XVAs in Practice: Risk Management, Execution, and the Evolving Role of XVA Desks in Volatile Markets

Panel discussionMarket Risk

2026-09-24 | 02:20 PM - 03:00 PM | Brunson Room

Information

  • How are banks evolving their approach to XVA risk management in response to regulatory change and market volatility?
  • What does effective execution of FVA, MVA, and KVA look like today
  • How are banks calculating and embedding KVA and MVA into pricing, capital allocation, and return on capital decisions?
  • What is the current and future role of XVA trading desks within banks, and how do they interact with front office, risk, and treasury?
  • How is machine learning beginning to influence XVA calculation and derivatives valuation, and what are the practical limits today?

Speakers

U.S. Bank

Shahed Shafi

U.S. Bank

Head of Counterparty/Market Products

Infopro Digital

Duncan Wood

Infopro Digital

Global Editorial Director


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Agenda