XVAs are deeply engrained in the derivatives business today. Whether a financial institution is quantifying them or not, XVAs are there. This white paper outlines market perspectives and best practices for navigating through an XVA implementation project. Author, Satyam Kancharla, Chief Strategy Officer at Numerix, explores the impact of XVA on different business functions, considers the balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. With clear priorities of the various XVA participants defined, he also addresses implementation best practices.

Source: Numerix

 

He addresses the following issues, among others:

  • The evolution of XVA
  • The impact of XVA on business operations and processes
  • The XVA balancing; measuring, managing and optimizing costs across departments
  • The XVA data challenge
  • Modern XVA methodology approaches
  • XVA implementation best practices

 

AUTHOR BIOGRAPHY

Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.

Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles. He holds an MBA degree from New York University’s Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BSc in Mathematics and Computers from the University of Mumbai.

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The Rise of xVA and How It Transformed an Entire Industry