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CVA exposures to UK corporates jump hundreds of millions

Dash for credit protection triggered a doom loop in the CDSs of cross-currency swap counterparties

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Kenyon: the right way to wrong-way risk and climate risk in XVA

MUFG quant thinks outside the box on risk management

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JP Morgan takes $524m XVA loss on nickel, Russia trades

Margin calls, markdowns and rising funding costs result in biggest XVA loss since early 2020

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Degree of influence 2021: XVA marks the spot

Research into valuation adjustments is back on quants’ to-do list

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After Archegos, a bigger role for XVA desks?

Credit Suisse has stalled on call to expand XVA remit; others think it would have helped, but disagree on how

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