This session focuses on Foreign Exchange Vega (FXVG), which measures the sensitivity of CVA to changes in FX implied volatility. FXVG captures the volatility risk arising from FX options and other derivatives with exposure to FX volatility.

This session focuses on Interest Rate Vega (IRVG), which measures the sensitivity of CVA to changes in interest rate option volatilities. IRVG captures volatility risk, addressing how changes in implied volatilities affect the pricing of swaptions and other interest rate derivatives commonly used in CVA hedging strategies.

This session focuses on Commodity Delta (CMDL), which measures the sensitivity of CVA to shifts in commodity spot prices across energy, metals, agricultural, and other commodity sectors.