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Join us for an insightful webinar hosted by Dmitry Pugachevsky.

This session explores why calculating PFE and XVA for commodity trades is increasingly critical amid heightened energy market volatility and regulatory scrutiny. We examine how PFE and XVA apply to commodity portfolios, the modelling challenges of Monte Carlo simulation, additional complexities in energy derivatives, and the trade offs between internal builds and external solutions.

  • Date: Wednesday 22nd April 2026
  • Time: 4pm BST / 5pm CEST / 11am EDT
  • Venue: Online

Webinar Recording

Calculating XVA and PFE for Commodities

Webinar Overview

Agenda

1:  Market Context and Why Now

2:  PFE and XVA for Commodity Portfolios

3:  Challenges for Modelling Commodities in Monte Carlo

4:  Additional Complexity with Energy Derivatives  

5:  External vs internal build

Hosted by:

Dmitry Pugachevsky

dmitry

Dmitry Pugachevsky
Director, Research, Quantifi

Dmitry is responsible for managing Quantifi’s global research efforts. Prior to joining Quantifi in 2011, Dmitry was Managing Director and a head of Counterparty Credit Modeling at JP Morgan. Before starting with JPMorgan in 2008 Dmitry was Global Head of Credit Analytics at Bear Stearns for seven years. Prior to that, he worked for eight years with analytics groups of Bankers Trust and Deutsche Bank. Dr. Pugachevsky received his PhD in applied mathematics from Carnegie Mellon University. He is a frequent speaker at industry conferences and has published several papers and book chapters on modeling counterparty credit risk and pricing derivatives instruments.

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Whitepaper

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Rethinking Risk: The Role of XVA in Commodity Markets

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