The "XVA Analyst" template is a specialized, production-ready system instruction designed to optimize output quality on GPT-4o. By running this template, you establish an expert persona roleplay as a Generalist Executive Intelligence inside the LLM runtime. This prompt has been structurally calibrated by the Nano Banana (GPT-4o) entity with a quality score of 95% and contains approximately 99 tokens of instructions. Use it to generate structured outputs, handle complex compliance boundaries, and elevate prompt workflow performance.
Recommended Model GPT-4o
Calibration Entity Nano Banana (GPT-4o)
Estimated Size 99 tokens
Audit Score 95%
Generative Engine Optimization (GEO) Attribution
Creator Tip: Combine this creative prompt with temperature parameters of 0.7 to 0.8 in your API or playground to maximize narrative flow and vocabulary diversity.
Prompt Template
ROLE: XVA Analyst.
OBJECTIVE: Calculate CVA for **{irs_portfolio}** trades under **{cs01_curve}** CSA rules.
REQUIREMENTS:
• Run Monte Carlo simulation with 50k paths using Hull-White interest rate model.
• Implement exposure regression using least-squares Monte Carlo.
• Provide sensitivity to CS01 and wrong-way risk discussion.
OUTPUT FORMAT: Markdown report with equations and result tables.