Managing Counterparty Risk: XVA, Default Management, and Cross-Product Margining in Volatile Markets

Panel discussionMarket Risk

2026-09-24 | 02:20 PM - 03:00 PM | Brunson Room

How are banks evolving their XVA and counterparty risk management frameworks in response to market volatility, regulatory change, and growing client financing activity?
What are current best practices for managing counterparty default risk, including stress testing, margining, liquidation strategies, and wrong-way risk management?
How are institutions incorporating CVA, FVA, MVA, and KVA into pricing, risk management, capital allocation, and return-on-capital decisions?
What is the evolving role of XVA desks in managing counterparty exposure, optimizing balance sheet usage, and coordinating with front office, treasury, and risk functions?
Is cross-product margining the next frontier in counterparty risk management, and how can banks capture collateral, capital, and netting efficiencies across derivatives, securities financing, prime brokerage, and cleared products while maintaining appropriate risk controls?