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  1. E

    Credit Value Adjustment

    Thanks @Flashback and @Nicole Seaman !
  2. E

    Credit Value Adjustment

    How is CVA priced into a derivative transaction ? Is it included in the close-out amount or is it paid during the life of the the derivative transaction?
  3. E

    Credit Value Adjustment

    What does CVA exactly means? And what is meant by xVA?
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