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  1. James Glover zebra

    Does anyone here know of, or have links to models for CVA calculations ie counterparty risk adjustment. Looking for something quite technical eg Credit BGM. Any thoughts?

    about a month ago from web at 37°50'22"S 144°56'32"E
    1. Sean Carmody sean

      @zebra I haven't seen any.

      about a month ago from web at 33°52'59"S 151°9'0"E