James Glover (zebra) 's status on Wednesday, 28-Jul-10 08:09:50 EST
-
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?
The Mule Stable
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?