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• Funding Valuation Adjustment

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  funding valuation adjustment, FVA, credit risk, credit exposure approach, least square Monte Carlo approach, funding cost

  Search term matches:

  Tag

  ... credit exposure approach ...

  Full Text

  ... Calculation: Credit Exposure Approach ◆ CVA and FVA Calculation: Least Square Monte Carlo Approach ◆ Master ...

  
  

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