sa-cva
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SA-CVA : Basel III
Hello David, I was going through Basel III finalisation and have found that the standard approach does not employ exposure at all in the calculation of CVA. 1. Does this mean SA-CVA will be will be in the form of spread which must be reduced from the price of a derivative? 2. Will be grateful...- Sameera
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- basel iii counterparty-credit-risk cva sa-cva
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- Forum: P2.T6. Credit Risk (25%)