This session explores why calculating PFE and XVA for commodity trades is increasingly critical amid heightened energy market volatility and regulatory scrutiny. We examine how PFE and XVA apply to commodity portfolios, the modelling challenges of Monte Carlo simulation, additional complexities in energy derivatives, and the trade offs between internal builds and external solutions.
Agenda
- Market Context and Why Now
- PFE and XVA for Commodity Portfolios
- Challenges for Modelling Commodities in Monte Carlo
- Additional Complexity with Energy Derivatives
- External vs internal build
Hosted by - Dmitry Pugachevsky, Director of Research, Quantifi
Date
Wednesday 22nd April 2026
