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Author:Mihail Turlakov
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Description:
# CVA regulation ⏎ ⏎ ## BIS ⏎ - 2020 ⏎ https://www.bis.org/bcbs/publ/d488.pdf ⏎ - 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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