Valuation Adjustments: The XVA Challenge
This course explains and describes the valuation adjustments (‘xVAs’) in pricing and valuation in relation to counterparty credit risk, collateral, funding, capital and initial margin.
Complete the form below to receive the full course brochure by e-mail.
Course Details
This course is also available in London Time Zone and Singapore Time Zone
- To run this course at your organisation, contact us.

Jon Gregory is an excellent presenter and the course had the right amount of mathematical rigor and practical follow up. He covered all topics per the course outline following a very strict timeline such that content was allocated adequate time proportional to its complexity. Hands on spreadsheets and examples were sprinkled throughout the course so I could connect to the topics though they are not part of my day-to-day work. One of the best financial maths courses I took - ever.