Calculating XVA and PFE for Commodities

This webinar explains why calculating PFE and XVA for commodity trades is increasingly important in volatile energy markets, highlighting Monte Carlo modelling challenges, added complexities in energy derivatives, and the considerations between internal builds and external solutions.

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

Registration Closed
Registration is no longer available.

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