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Regulatory CVA Understanding CVA Methodology fundamentals Close out and gap risk in CVA Wrong way risk in CVA CVA hedging Regulatory CVA Basel III CVA Capital Charge FVA vs. A Practical Guide to Fair Value and Regulatory CVA Alexander Sokol Numerix/CompatibL PRMIA Global Risk Conference 2012 NYC Training Scope Introduction to CVA Rationale and challenges Fair value vs. It is not a rate for lending to the market. Using FVA internally FVA can be used internally to properly allocated...
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