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XVA Desks — A New Era for Risk Management pp 193–222Cite as

Palgrave Macmillan

CVA Desk, a Bilateral Dance

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Part of the book series: Applied Quantitative Finance ((AQF))

Abstract

We have seen that CVA is the present value of the default risk embedded in OTC derivatives The role of the CVA desk is to manage that risk.

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Authors and Affiliations

  1. iRuiz Consulting, UK

    Ignacio Ruiz (Founder and Director)

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  1. Ignacio Ruiz
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© 2015 Ignacio Ruiz

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Ruiz, I. (2015). CVA Desk, a Bilateral Dance. In: XVA Desks — A New Era for Risk Management. Applied Quantitative Finance. Palgrave Macmillan, London. https://doi.org/10.1057/9781137448200_11

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