---
title: XVA modelling: validation, performance and model risk management
url: https://www.ml-quant.com/papers/doi/10-1007-s10479-023-05323-4/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.1007/s10479-023-05323-4
source_url: http://dx.doi.org/10.1007/s10479-023-05323-4
featured: 2025-03-12
citations: 4
topic: Risk, Credit & Banking
---


# XVA modelling: validation, performance and model risk management

The article explores the impact of XVA on derivatives pricing, emphasizing its model risk and computational effort, and offers a guide for creating a strong model for collateralized exposure and XVA.

- Source: http://dx.doi.org/10.1007/s10479-023-05323-4
- Identifier: doi:10.1007/s10479-023-05323-4
- Released: 2021-07-21
- First featured: Quant Letter No. 88 (2025-03-12): https://www.ml-quant.com/issues/2025-03-12/
- Citations (Semantic Scholar): 4
- Published in: Annals of Operations Research
- Topic: Risk, Credit & Banking

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