Agentic AI for XVAs still five years away, experts say
Agentic AI promises to transform the calculation of derivatives valuation adjustments (XVAs). But questions about model validation, accountability and regulatory readiness mean practitioners could wait up to five years to see the technology in full use, experts say.
XVA pricing adjustments capture the cost of counterparty credit risk, funding and capital for derivatives portfolios, and are among
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
