XVA Complete Professional Package with QuantSense

A textbook derivative price leaves out many costs and constraints of real transactions. This package explains the adjustments used to represent counterparty default, own credit, funding, collateral, initial margin and capital. It begins with the economic question behind each adjustment, so the notation has a clear meaning.

Explore CVA, DVA and the funding, collateral, margin and capital adjustments within the frameworks presented. Later lessons examine netting, wrong-way risk, clearing, reserves and tax. The guide pays particular attention to interactions: adjustments can depend on the same cash flows, so adding independently calculated amounts can create overlap or inconsistent assumptions.

Use the offline lab to vary exposure and cost assumptions and follow their valuation effects. Ask who pays, who receives and which cash flow is being valued. Worked examples, conceptual questions and practical exercises help you develop a coherent explanation of the total result, rather than memorising a collection of adjustment acronyms.

What you receive

Your downloadable package includes a 54-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 13 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

Suitable for learners in derivatives valuation, counterparty risk, trading support and model validation. Some knowledge of discounting and derivatives will help. XVA depends on the chosen valuation framework; the package explains stated models rather than claiming one universal formula or accounting treatment.