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Hi David, Nicole. Am I right saying that DVA will decrease when bank's creditworthiness increases (due to for eg better quality of collateral posted, lower PD, narrower credit spread etc)? Likewise, CVA will decrease when counterparty's credit quality increases? Both CVA and DVA will increase...

Hi David/Nicole, I'm having the exact same issue with this question's answer. I thought that a jump would result in a frown but the answer says otherwise. can you please advise? Many thanks, Indre