This chapter briefly considers some of the likely future trends as a result of xVA. xVA concepts are still developing and no clear market standard can be defined precisely. A potential exception to that is counterparty value adjustment (CVA), where a best market practice does exist, more or less. It seems likely that ultimately the same thing will occur to all xVA components, although it certainly will require much intellectual thought and debate first. Banks will also continue to optimise their xVA across bilateral and centrally cleared transactions via a combination of methods such as changing collateral terms, backloading and hedging. The control of xVA will become more important: in doing that there will be balances like whether to hedge for optimum CVA reduction of capital i.e. capital value adjustment (KVA) relief. End‐users will continue to find it difficult and costly to transact with banks due to the high xVA charges. Consequently, they will likely spend much more time than historically was the case in understanding and optimising their relationships and xVA charges.