Credit Value Adjustment (CVA) Calculation and Implementation Masterclass
CVA and the wider XVA family made implementable — exposure simulation, risk mitigants and the Basel III capital charge, built up sequentially in workshops.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Basel III changed counterparty credit risk from a pricing footnote into an infrastructure programme — and while a small number of banks actively manage CVA, the complexity and cost of implementation remain a serious undertaking for the majority. This masterclass builds the valuation adjustments sequentially, so the cohort leaves able to compute them rather than merely define them. It covers the nature of credit and counterparty risk, the products that generate it, simulation of exposure, and the impact of risk mitigants such as netting and collateral. Workshops then develop the full XVA family — CVA, DVA, FVA, ColVA, KVA and MVA — alongside the CVA capital charge under Basel III’s Standardised Approach and its alignment with the revised market risk framework.
What you will do
Who attends
- Derivatives traders, structurers and salespeople
- Risk, treasury and asset-liability management teams
- Basel implementation, ICAAP and ILAAP teams
- Regulatory capital, reporting and compliance professionals
- Collateral management, product control, legal and IT
Programme agenda
Built for the decisions no textbook prepares you for
I.Counterparty credit risk
- The nature of credit and counterparty risk
- Products that give rise to counterparty exposure
- OTC derivatives documentation and its development
II.Exposure and mitigants
- Simulation of exposure, including Expected Positive Exposure
- Netting and collateral effects
- Situations in which counterparty risk arises
III.The XVA family
- CVA calculation and its use in financial institutions
- DVA, FVA, ColVA, KVA and MVA
- Pricing and valuation adjustments across collateral, funding, capital and initial margin
IV.Capital and implementation
- The CVA capital charge under Basel III’s Standardised Approach
- Targeted final revisions to CVA risk and alignment with the market risk framework
- Implementation infrastructure, cost and sequencing
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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The Capability Arc™
Fix it · Advisory
Advisory & Consultancy
A senior bench across risk, treasury and regulation.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.