Pricing Challenges Ahead: Turning XVAs into Competitive Advantage

Quantifi and Chappuis Halder & Cie hosted a joint seminar in Paris on 'Pricing Challenges Ahead: Turning XVAs into Competitive Advantage. This seminar focused on business challenges and how CVA has evolved, the introduction of XVA and how firm are practically looking at what is require to manage XVA

Regulations – What else?

  • Have we gone too far in regulating capital markets activities?
  • A step ahead: more regulations, more controls or towards an integrated regulatory framework

Pricing and XVAs – All-in

  • Economic Value vs Market Value: the reality of the trading floor
  • Early adopters vs Followers: lessons learnt

XVAs – An organization shaker?

  • Central desk or silos?
  • Role of risk managers and product controllers

“It’s one of these events where you realise that you are never facing these challenges alone and therefore exchanging views is always an enriching experience”


  • Rohan Douglas, CEO, Quantifi
  • Bertrand Billon, Partner, Chappuis Halder & Cie
  • Pascal Gibart, Head of Market Risk Quants, CACIB
  • Elsa Allman, International Banking Specialist, ACPR
  • Sébastien Lombart, Global Head of Scarce Resources Desk, SGCIB
  • Arnaud Lafosse Marin, Collateral Solutions – Global Markets, BNP Paribas
  • Christophe Drozo, CVA & FVA Project Manager, Natixis
  • Laurent-Olivier Valigny, Global Head Valuation Control, HSBC
  • Nicolas Ferrasse, Head of Counterparty Global Monitoring Group,Société Générale CIB


Innovative thinking


How to Accelerate XVA Performance

As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.

Client Stories

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.


Quantifi & EY Seminar Reveals Challenges and Benefits of XVA

Quantifi hosted a joint seminar with EY in Frankfurt. Senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on XVA (CVA, DVA, FVA).

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