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  • XVA (valuation adjustments for derivatives)

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c

Author:Mihail Turlakov
Description:
# CVA regulation
⏎
⏎
## BIS
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- 2020
⏎
https://www.bis.org/bcbs/publ/d488.pdf
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- 2015
⏎
https://www.bis.org/bcbs/publ/d325.pdf
⏎
## reviews
⏎
[The Effects of FRTB in the CVA Risk Framework](https://www.iasonltd.com/doc/rps/2018/2018_The%20Effect%20of%20the%20FRTB%20in%20the%20CVA%20Risk%20Framework_.pdf)
⏎
# Parents
⏎
* XVA (valuation adjustments for derivatives)⏎
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