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XVA Master Class by Massimo Morini: #3 - CVA and DVA Foundations
XVA Master Class by Massimo Morini: #3 - CVA and DVA Foundations
Running time: 56 minutes
Taken from:
XVA Master Class by Massimo Morini: Part 1
- A decade that changed markets and models
- The CSA price
- Maths of Collateral
- Multicurve
- XVAS -Introduction
- CVA and DVA foundations
- FVA and FVA Debate
- FVA -Interactions with Credit
- FVA –Accounting
- FVA –Maths
- Fair Value and Prudent Valuation
- Breakup Clauses
- The Closeout Debate
Topic
Credit RiskPublished date
21 September 2015Price
£25.00Related workshops
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