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PART One
CVA and DVA: Counterparty Credit Risk and Credit Valuation Adjustment
CHAPTER 2
Introducing Counterparty Risk
2.4 Credit Risk Mitigants

Оглавление

There are a number of ways of reducing counterparty credit risk and these can be placed into six categories; netting, collateral/security, clearing, capital, break clauses and purchasing credit protection.

XVA

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