This learning spreadsheet covers the concepts in Part 2, Topic 6: Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital
- Chapter 2: Derivatives
- Chapter 3: Counterparty Risk and Beyond
- Chapter 6: Netting, Close-out and Related Aspects
- Chapter 7: Margin (Collateral) and Settlement
- Chapter 8: Central Clearing
- Chapter 11: Future Value and Exposure
- Chapter 17: Credit Value Adjustment (CVA)
