The test we run is a multi-asset counterparty credit risk portfolio with about 720,000 trades in 6 currencies, interest rate, equity and FX derivatives. The portfolio is automatically generated and has 3000 counterparties. We run a total of 10,800 correlated scenarios over 90 monthly time intervals. We assume that both the underlyings of derivative contracts and the counterparty credit risk factors are stochastic. Namely, interest rate derivatives are modeled by two factor interest rate models with local volatility, stochastic drift and jumps, while equity and FX derivatives are modeled by stochastic local vol models with jumps (SLVJ). Also counterparty credit is modeled with a credit-equity model of the SLVJ type. We calculate both counterparty specific and legal-entity-level XVA metrics including CVA, FVA, KVA, PFE and carry out a reverse stress analysis. The program executes in 16'20" for a total energy consumption of 4.26 Wh.