Credit Risk Valuation Adjustments R package xVA version 1.3 Calculates a number of valuation adjustments including CVA, DVA, FBA, FCA, MVA and KVA. A two-way margin agreement has been implemented. For the KVA calculation four regulatory frameworks are supported: CEM, (simplified) SA-CCR, OEM and IMM. The probability of default is implied through the credit spreads curve. The package supports an exposure calculation based on SA-CCR which includes several trade types and a simulated path which is currently available only for Interest Rate Swaps. The latest regulatory capital charge methodologies have been implementing including BA-CVA & SA-CVA. Software Imports: methods, SACCR, Trading, data.table Tasos Grivas <info@openriskcalculator.com> Comprehensive R Archive Network (CRAN) Tasos Grivas [aut, cre] GPL-3 2025-05-30 application/tgz https://CRAN.R-project.org/package=xVA doi:10.32614/CRAN.package.xVA