cva-spread
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P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Learning objectives: Explain the motivation for and the challenges of pricing counterparty risk. Describe credit value adjustment (CVA). Calculate CVA and the CVA spread with no wrong-way risk, netting, or collateralization. Questions: 914.1. Your colleague has drafted guidance for your firm's...- Nicole Seaman
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