---
title: Bank Capital and XVAs
url: https://www.ml-quant.com/papers/ssrn/5065834/
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: SSRN 5065834
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5065834
featured: 2025-01-01
citations: unknown
topic: Risk, Credit & Banking
---


# Bank Capital and XVAs

The study investigates the impact of valuation adjustments on systemic US banks' derivatives portfolios, providing insights into how banks manage these adjustments and their effects on balance sheets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5065834
- Identifier: SSRN 5065834
- Released: 2024-12-20
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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