debit value
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P2.T5.507. Credit and debit value (CVA and DVA) adjustments and the risk-free rate
Learning outcomes: Explain why the OIS rate is a good proxy for the risk-free rate. Describe how to construct the OIS zero curve, and using it, determine forward LIBOR rates. Questions: 507.1. A company with an average funding cost of 4.0% is currently undertaking projects worth $80.0 million...- Nicole Seaman
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