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A flexible, cloud-based solution delivering deal-time insights to the XVA desk

Mispricing of derivative valuation adjustments is a clear and present danger as demonstrated by several high-profile write-downs in recent years. To lead the competition in this fast-paced world of derivatives trading, it is essential that banks have a complete and accurate picture of the true P&L and capital associated with potential deals. XVA from IHS Markit delivers deal-time insights to the front office XVA desk with a comprehensive view of the valuation adjustments arising from counterparty credit risk, funding, collateral and regulatory capital.

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Product Specialist

Karl Pople

Over a 25-year career, Mr. Pople has developed and delivered a variety of front-office and risk products. Since 2005 he has worked in the City of London holding senior positions at Rabobank International and Mitsubishi UFJ Financial Group (MUFG). Mr. Pople is the Product Owner of IHS Markit's XVA Hosted Risk Service which he has overseen from inception through to its market launch in 2020.He holds a BSc Hons degree in Physics from Lancaster University and a MSc in Medical Physics from the University of Aberdeen.

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