Sell side losing fight over dirty CSAs, data shows

Risk Benchmarking exercise finds growing buy-side push for collateral flexibility This article is the first in a series sharing data from our benchmarking of bank XVA practices. Click here to view findings from last year’s exercise.The sell side of the derivatives market has long agreed that simpler terms are desirable in bilateral trades. It has struggled to convince the buy side, though.In fact, the second edition of Risk.net’s benchmarking exercise on derivatives valuation 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 Sorry, our subscription options are not loading right now Please try again later. Get in touch with our customer services team if this issue persists. New to Risk.net? View our subscription options If you already have an account, please sign in here. XVAs Squashing CVA still dominates XVA desks’ priorities Dealers favour options-based strategies to manage charges; some explore contingent CDSs amid rising exposures 05 Dec 2025 XVAs XVA desks prioritise core tech upgrades over AI Vendor upgrades, cloud-native rebuilds and sensitivities tooling dominate 2026 budget road maps 04 Dec 2025 XVAs XVA desks target capital in optimisation runs US regulatory uncertainty leaves banks cautious on investing in new optimisation tools, Risk Benchmarking study finds 24 Nov 2025 XVAs Almost two-thirds of banks now run XVAs on cloud Risk Benchmarking study finds a majority of big dealers tapping cloud capacity, some exclusively, with others migrating 20 Nov 2025 XVAs Most banks stick to tried-and-trusted XVA models Black Scholes- and Heath-Jarrow-Morton-based approaches dominate, with some exploring Copulas for wrong-way risk, post-Archegos 18 Nov 2025 XVAs XVA Benchmarking: explore the data Take a deep dive into the findings of our 30-bank study, with interactive charts covering XVA optimisation, regulation and tech stacks 14 Nov 2025 XVAs Half of European banks already embed FRTB into XVA pricing US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows 11 Nov 2025 XVAs Dealers favour central XVA desks, but splits remain on funding Most banks run a single desk within the front office, but more than half share responsibility for its funding needs with treasury 07 Nov 2025 Most read articles loading... Back to Top