SACVA Complete Professional Package with QuantSense

A counterparty does not need to default for its credit risk to affect a derivative’s value. This package first explains credit valuation adjustment through positive exposure, default risk and recovery. It then separates that valuation adjustment from SA-CVA capital and from capital against counterparty default exposure, giving you a clear foundation for the calculation.

Explore credit curves, netting, collateral and wrong-way risk before moving into sensitivities and eligible hedges. The risk-class laboratories show how weighting and aggregation connect individual exposures to the standardised CVA capital calculation. Worked examples distinguish changes in valuation inputs from changes in prescribed calculation inputs.

In the offline lab, vary a sensitivity or hedge and trace the effect through the calculation. Use the total-capital and governance lessons to connect the parts, identify limitations and explain why an economic hedge may not receive the treatment you first expect. The guide links the examples to the identified PRA provisions and makes the reduced-portfolio assumptions visible.

What you receive

Your downloadable package includes a 73-page professional guide with explanations, formulas and worked examples; 100 question-and-answer flashcards in digital, printable and Anki import formats; an offline lab covering 15 lessons or comparison topics; and 69 interview practice questions and applied cases with answers. An applied workbook and career toolkit add structured assignments, a capstone exercise and templates for communicating your work. A source register records the references used.

How to use the package

Read a concept, work through an example, then test your understanding in the lab. Use the flashcards for recall and the interview practice to rehearse a clear explanation. The interview material is original role-aligned practice, rather than a claim to reproduce questions from specific employers.

Who this is for

Intended for counterparty risk, CVA, regulatory capital and model validation learners. Familiarity with derivatives and basic sensitivities is helpful. PRA provisions are tied to the package’s stated source version and effective date; this is an educational interpretation, not a regulatory calculation service.