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‎Counterparty Risk and Funding

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk<br /><br />Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitati…



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‎Counterparty Risk and Funding

https://books.apple.com/us/book/counterparty-risk-and-funding/id1564988961

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk<br /><br />Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitati…



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https://books.apple.com/us/book/counterparty-risk-and-funding/id1564988961

‎Counterparty Risk and Funding

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk<br /><br />Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitati…

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