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XVA or X-Value Adjustment is an umbrella term that refers to the various valuation adjustments that must be made to assess the fair value of derivatives contracts to take into account funding, credit risk and regulatory capital costs, etc. The purpose of these adjustments are to hedge for possible losses due to other parties' failures to pay amounts due on the derivative contracts and also to determine (and hedge) the amount of capital required under the bank capital adequacy rules.

CVA or Credit Value Adjustment credit valuation adjustment reflects the cost of hedging a derivatives' counterparty credit risk over the life of the trade.

We design and conduct bespoke training courses for organisations in XVA - CVA, DVA, KVA, MVA.

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