Counterparty Exposure Esploraton - Phase 2

Hedging XVAs (X Valuation Adjustments) represents a formidable challenge in risk management. XVAs are generated from any non-collateralized derivative, then the various positions are aggregated and hedged as a sole complex portfolio. Thus, the resulting portfolio is subject to various risk factors such as credit, interest rates, inflation, equity, foreign exchange and commodities. In order to appropriately manage all these risks, it is fundamental to visualize them in a condensed and effective way. The project aims to provide a set of advanced visual tools, in order to aid with the monitoring of these complex risk exposures,  that allow tracking the structure of the risks and their criticalities, enabling analytical tasks, highlighting optimization opportunities, and providing insights for risk mitigation.

In collaboration with