Instructional Video 1: Gregory, Chapter 17. Credit Value Adjustment (CVA)

Gregory,  Chapter 14: Credit and Debt Value Adjustment is a 38 minute instructional video analyzing the following concepts:

* Calculate CVA and the CVA spread with no wrong-way risk, netting, or collateralization.
* Describe debt value adjustment (DVA) and bilateral CVA (BCVA).
* Define and calculate incremental CVA and marginal CVA, and explain how to convert CVA into a running spread.
* Calculate BCVA and BCVA spread.

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