Conforming CVA and DVA Calculations with Guarantee Valuations
November 9, 2017
November 9, 2017
Gordon Goodman takes a detailed look at the history of credit and debt value adjustments, and proposes a unified approach to the measurement of contingent claims for CVA, DVA and guarantee valuations.
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2022 Global Association of Risk Professionals