Analyzing the Global Usage of XVAs
Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions and Countries
XVAs manifest globally due to their wide implementation. However, not every region across the globe is the same when it comes to the primary reasons for using valuation adjustments, and in a few cases, a different emphasis is placed on different adjustments.
This white paper uncovers the results of an internal Numerix survey we conducted with our own XVA experts based in the U.S./Canada, Latin America, EMEA and APAC. Their input into the survey is based on their work with banks, asset managers, insurers, hedge funds and corporates.
The survey aimed to understand current XVA usage and practices within a still diverse implementation global landscape of XVA. Download the paper to discover the most interesting survey findings and insights around these areas of focus:
- The XVA measures used by region
- The primary use cases for XVA usage by region and country
- Where XVA desks are implemented
- Main challenges with managing XVAs by region
The newer XVAs, such as KVA, MVA and ColVA, exhibit a different strength of implementation between the four regions but in general have not reached a mature state.