Derivative valuation adjustments (xVA) have been an evolving topic over the past decade, now giving us a rich theory of what was traditionally referred to as the relatively opaque "credit spread" imposed by banks. As independent risk advisors, we are regularly positioned between clients and their banks, considering the impacts of both parties' xVA when entering into and terminating positions. This paper documents our implementation of xVA modelling at the time of writing, specifically for the derivatives which our clients trade the most: uncollateralised interest rate swaps. It is also one of the first open demonstrations of an independent party modelling banks' xVA at levels actually observed by them. We focus on the most significant credit (CVA), funding (FVA) and capital (KVA) valuation adjustments. Our full modelling framework and its calibration are described and examples are given for swaps under the Standardised Approach (SA-CCR) capital framework, effective 1 January 2017.