This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region.
We figured it was time, nearly 20 months later, for a fresh appraisal of the state of XVA adoption and usage in Latin America and we have new developments to share. Key updates include:
White paper | The XVA Challenges Energy Traders Face in a Complicated and Volatile Market